Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10524790 | Journal of Multivariate Analysis | 2005 | 18 Pages |
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
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Claude Auderset, Christian Mazza, Ernst A. Ruh,