Efficiencies for window estimates of the parameters of the Cauchy distribution

@inproceedings{Higgins1978EfficienciesFW,
  title={Efficiencies for window estimates of the parameters of the Cauchy distribution},
  author={James J. Higgins and Dolores Marie Halper Tichenor},
  year={1978}
}
Higgins and Tichenor [Appl. Math. and Comp. 3 (1977), 113-126] considered ''window estimates'' of location and reciprocal scale parameters for a general class of distributions and showed them to be asymptotically efficient for the Cauchy distribution. In this study, efficiencies of these estimates for the Cauchy distribution are investigated for small and moderate sample sizes by Monte Carlo methods. For n>=40, window estimates of location are nearly optimal, and for n>=20, they compare… CONTINUE READING

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