Information matrices for some elliptically symmetric distributions

The Fisher information matrices are derived for three of the most popular elliptically symmetric distributions: the Pearson type II, Pearson type VII and the Kotz type distributions. We hope the results could be important to the many researchers working in this area.

Detalhes bibliográficos
Autores: Nadarajah, Saralees, Kotz, Samuel
Tipo de documento: artigo
Data de publicação:2005
País:España
Recursos:Universitat Politècnica de Catalunya (UPC)
Repositório:UPCommons. Portal del coneixement obert de la UPC
Idioma:inglês
OAI Identifier:oai:upcommons.upc.edu:2099/3758
Acesso em linha:https://hdl.handle.net/2099/3758
Access Level:Acceso aberto
Palavra-chave:Distribution (Probability theory)
Hypergeometric functions
Distribució (Teoria de la probabilitat)
Funcions hipergeomètriques
Classificació AMS::33 Special functions::33C Hypergeometric functions
Classificació AMS::62 Statistics::62E Distribution theory
Descrição
Resumo:The Fisher information matrices are derived for three of the most popular elliptically symmetric distributions: the Pearson type II, Pearson type VII and the Kotz type distributions. We hope the results could be important to the many researchers working in this area.