Information matrices for some elliptically symmetric distributions

• Autores: Samuel Kotz, Saralees Nadarajah
• Localización: Sort: Statistics and Operations Research Transactions, ISSN 1696-2281, Vol. 29, Nº. 1, 2005, págs. 43-55
• Idioma: inglés
• Títulos paralelos:
  • Matrices de información para algunas distribuciones elípticamente simétricas.
• Enlaces
  • Texto completo (pdf)
• Resumen

  • 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.

• Referencias bibliográficas
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  • Kotz, S. and Nadarajah, S. (2004). Multivariate t Distributions and Their Applications. New York: Cambridge University Press.
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