Information matrices for some elliptically symmetric distributions.

Saralees Nadarajah; Samuel Kotz

SORT (2005)

  • Volume: 29, Issue: 1, page 43-56
  • ISSN: 1696-2281

Abstract

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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.

How to cite

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Nadarajah, Saralees, and Kotz, Samuel. "Information matrices for some elliptically symmetric distributions.." SORT 29.1 (2005): 43-56. <http://eudml.org/doc/40466>.

@article{Nadarajah2005,
abstract = {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.},
author = {Nadarajah, Saralees, Kotz, Samuel},
journal = {SORT},
keywords = {Distribuciones elípticas; Matriz de información; elliptically symmetric Kotz-type distribution; elliptically symmetric Pearson type II distribution; elliptically symmetric Pearson type VII distribution; Fisher information matrices},
language = {eng},
number = {1},
pages = {43-56},
title = {Information matrices for some elliptically symmetric distributions.},
url = {http://eudml.org/doc/40466},
volume = {29},
year = {2005},
}

TY - JOUR
AU - Nadarajah, Saralees
AU - Kotz, Samuel
TI - Information matrices for some elliptically symmetric distributions.
JO - SORT
PY - 2005
VL - 29
IS - 1
SP - 43
EP - 56
AB - 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.
LA - eng
KW - Distribuciones elípticas; Matriz de información; elliptically symmetric Kotz-type distribution; elliptically symmetric Pearson type II distribution; elliptically symmetric Pearson type VII distribution; Fisher information matrices
UR - http://eudml.org/doc/40466
ER -

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