Under a general condition on continuous probability distributions of some populations, this study establishes that the distributional convergence of sample quantiles implies moment convergence. As an application, we propose a quick and robust consistent estimator for the shape parameter of the Cauchy distribution under large-sample conditions. This estimator achieves over 99% efficiency relative to the maximum likelihood estimator.
Publications
- Article type
- Year
Article type
Year
Open Access
Research Article
Issue
AIMS Mathematics 2025, 10(12): 30942-30967
Published: 31 December 2025
Downloads:2
Total 1
京公网安备11010802044758号