The information matrix, skewness tensor and \(\alpha\)-connections for the general multivariate elliptic distribution

DOI10.1007/BF00049397zbMath0691.62049MaRDI QIDQ582771

Ann F. S. Mitchell

Publication date: 1989

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

information matrixlocation parametermultivariate normalCauchyalpha connectionsasymptotic efficiency of the sample meangeneral multivariate elliptic distributionskewness tensorStudent's t- distributions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (24)

The quarter median ⋮ Geodesic hypothesis testing for comparing location parameters in elliptical populations ⋮ Neighbourhoods of independence and associated geometry in manifolds of bivariate Gaussian and Freund distributions ⋮ Geodesic estimation in elliptical distributions ⋮ Asymptotic filtering theory for multivariate ARCH models ⋮ Neyman's C(α) test for the shape parameter of the exponential power class ⋮ Upper bounds for Rao distance on the manifold of multivariate elliptical distributions ⋮ On the geometry of multivariate generalized Gaussian models ⋮ Graphical Tools for Detecting Departures from Linear Mixed Model Assumptions and Some Remedial Measures ⋮ Geodesics on the manifold of multivariate generalized Gaussian distributions with an application to multicomponent texture discrimination ⋮ A note on influence diagnostics in nonlinear mixed-effects elliptical models ⋮ On the information matrix of the multivariate skew-\(t\) model ⋮ Improved estimation in a general multivariate elliptical model ⋮ Estimative and predictive distances ⋮ Multivariate elliptical models with general parameterization ⋮ A van Trees inequality for estimators on manifolds ⋮ On the cumulants of affine equivariant estimators in elliptical families ⋮ Spatial variability in slash linear modeling with finite second moment ⋮ Estimation of interclass correlation via a Kotz-type distribution ⋮ Multivariate normal distributions parametrized as a Riemannian symmetric space ⋮ Adaptive estimation of cointegrating regressions with ARMA errors ⋮ Elliptical structural models ⋮ Influence diagnostics in elliptical spatial linear models ⋮ A distance between elliptical distributions based in an embedding into the Siegel group

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Invariant polynomials with two matrix arguments extending the zonal polynomials: Applications to multivariate distribution theory
• On the construction of a class of invariant polynomials in several matrices, extending the zonal polynomials
• Robust m-estimators of multivariate location and scatter
• Differential-geometrical methods in statistics
• The Mahalanobis distance and elliptic distributions
• Statistical Manifolds of Univariate Elliptic Distributions
• Elliptically Symmetric Distributions: A Review and Bibliography
• Some Applications of Matrix Derivatives in Multivariate Analysis
• Tests for randomness of directions against equatorial and bimodal alternatives
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• THE USE OF THE HANKEL TRANSFORM IN STATISTICS

This page was built for publication: The information matrix, skewness tensor and \(\alpha\)-connections for the general multivariate elliptic distribution