Markatou, Marianthi; Horowitz, Joel L.; Lenth, Russell V. - In: Statistics & Probability Letters 25 (1995) 2, pp. 185-192
A new estimator of the scale parameter [sigma] of an absolutely continuous distribution F[(x - [mu])/[sigma]] in a location-scale family is described. The estimator is based on the empirical characteristic function of the data. It is affine equivariant, strongly consistent, asymptotically normal...