An alternative proof for the minimum Fisher information of Gaussian distribution

DOI10.2478/jamsi-2018-0008zbMath1492.62097OpenAlexW2911027268WikidataQ128594651 ScholiaQ128594651MaRDI QIDQ1711143

Abbas Pak

Publication date: 17 January 2019

Published in: Journal of Applied Mathematics, Statistics and Informatics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/jamsi-2018-0008

zbMATH Keywords

Fisher informationGaussian distributionminimum risk equivariant estimator

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

Cites Work

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• Analysis and approximation of performance bound for two-observer bearings-only tracking
• A DE BRUIJN'S IDENTITY FOR DEPENDENT RANDOM VARIABLES BASED ON COPULA THEORY

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