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Scientific article
Open access
English

Angular Gaussian and Cauchy estimation

Published inJournal of Multivariate Analysis, vol. 93, no. 1, p. 180-197
Publication date2005
Abstract

This paper proposes a unified treatment of maximum likelihood estimates of angular Gaussian and multivariate Cauchy distributions in both the real and the complex case. The complex case is relevant in shape analysis. We describe in full generality the set of maxima of the corresponding log-likelihood functions with respect to an arbitrary probability measure. Our tools are the convexity of log-likelihood functions and their behaviour at infinity.

Keywords
  • Multivariate Cauchy
  • Angular Gaussian
  • Directional and shape analysis
  • Maximum likelihood
  • Differential geometry
  • Equivariance
  • Geodesics
  • Symmetric spaces
Citation (ISO format)
AUDERSET, Claude, MAZZA, Christian, RUH, Ernst A. Angular Gaussian and Cauchy estimation. In: Journal of Multivariate Analysis, 2005, vol. 93, n° 1, p. 180–197. doi: 10.1016/j.jmva.2004.01.007
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Article (Accepted version)
accessLevelPublic
Identifiers
ISSN of the journal0047-259X
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Technical informations

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