activity
20122026
most citedBahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution

12 citations · 93 across the 37 of their papers we have counts for

collaborators
Showing 2021Show all

6 papers · 1 filter

math.CA2021

Non-existence of measurable solutions of certain functional equations via probabilistic approaches

Kazuki Okamura

This paper deals with functional equations in the form of where is given and and are unknown. We will show that if is a Borel measurable func…

math.ST2021★ 10 cited

Characterizations of the maximum likelihood estimator of the Cauchy distribution

Kazuki Okamura, Yoshiki Otobe

This paper gives a new approach for the maximum likelihood estimation of the joint of the location and scale of the Cauchy distribution. We regard the joint as a single complex par…

math.ST2021★ 1 cited

Confidence disc and square for Cauchy distributions

Yuichi Akaoka, Kazuki Okamura, Yoshiki Otobe

We will construct a confidence region of parameters for a sample of size from Cauchy distributed random variables. Although Cauchy distribution has two parameters, a location p…

math.ST2021★ 12 cited

Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution

Yuichi Akaoka, Kazuki Okamura, Yoshiki Otobe

Some quasi-arithmetic means of random variables easily give unbiased strongly consistent closed-form estimators of the joint of the location and scale parameters of the Cauchy dist…

math.ST2021★ 8 cited

Limit theorems for quasi-arithmetic means of random variables with applications to point estimations for the Cauchy distribution

Yuichi Akaoka, Kazuki Okamura, Yoshiki Otobe

We establish some limit theorems for quasi-arithmetic means of random variables. This class of means contains the arithmetic, geometric and harmonic means. Our feature is that the…

cs.IT2021★ 9 cited

On -divergences between Cauchy distributions

Frank Nielsen, Kazuki Okamura

We prove that the -divergences between univariate Cauchy distributions are all symmetric, and can be expressed as strictly increasing scalar functions of the symmetric chi-squar…