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 Autònoma de Barcelona
Repositório:Dipòsit Digital de Documents de la UAB
Idioma:inglês
OAI Identifier:oai:ddd.uab.cat:97443
Acesso em linha:https://ddd.uab.cat/record/97443
Access Level:Acceso aberto
Palavra-chave:Elliptically symmetric Kotz type distribution
Elliptically symmetric Pearson type II
Distribution
Elliptically symmetric Pearson type VII distribution
Fisher information matrices
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.