Scientific article
Open access

Angular Gaussian and Cauchy estimation

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

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.

  • 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
Main files (1)
Article (Accepted version)
ISSN of the journal0047-259X

Technical informations

Creation10/20/2010 10:32:00 AM
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