A note on the information matrix of the multivariate normal distribution

DOI10.1016/0304-4076(75)90066-4MaRDI QIDQ1221455zbMATH OpenOpenAlexFDO

Authors Jean-Francois Richard

Publication date 1975

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(75)90066-4

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Point estimation (62F10)

Cites work

• scientific article; zbMATH DE number 3426675 (Why is no real title available?)
• scientific article; zbMATH DE number 3390199 (Why is no real title available?)
• Multivariate stable distributions

Cited in

(11)

• The use of generalized inverses in restricted maximum likelihood
• The covariance matrix of a general symmetric second degree matrix polynomial under normality assumptions
• Limited information estimators and exogeneity tests for simultaneous probit models
• Identifiability criteria for Muth-rational expectations models
• Local identifiability of the factor analysis and measurement error model parameter
• The Elimination Matrix: Some Lemmas and Applications
• Fisher information, prior probabilities, and the state determination of spin-1/2 and spin-1 systems
• On an asymptotic relative efficiency concept based on expected volumes of confidence regions
• On the efficient estimation of simultaneous equations with covariance restrictions
• A note on the maximum likelihood estimation of allocation systems
• Simultaneous equations with covariance restrictions

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