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.

Detalles Bibliográficos
Autores: Nadarajah, Saralees, Kotz, Samuel
Tipo de recurso: artículo
Fecha de publicación:2005
País:España
Institución:Universitat Autònoma de Barcelona
Repositorio:Dipòsit Digital de Documents de la UAB
Idioma:inglés
OAI Identifier:oai:ddd.uab.cat:97443
Acceso en línea:https://ddd.uab.cat/record/97443
Access Level:acceso abierto
Palabra clave:Elliptically symmetric Kotz type distribution
Elliptically symmetric Pearson type II
Distribution
Elliptically symmetric Pearson type VII distribution
Fisher information matrices
Descripción
Sumario: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.