Implicit construction of McCulloch's \(G\) matrix for the numerical evaluation of Fisher information matrices
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Publication:1896157
DOI10.1016/0167-9473(91)90089-KzbMath0850.62484MaRDI QIDQ1896157
Publication date: 17 August 1995
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-9473(91)90089-k
Fisher information matrix; \(H\) matrix; \(G\) matrix; \(Vec(\cdot)\) operator, \(Vech(\cdot)\) operator; implicit construction
62H99: Multivariate analysis
62-04: Software, source code, etc. for problems pertaining to statistics
65C99: Probabilistic methods, stochastic differential equations
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