Transformed statistical distance measures and the Fisher information matrix

DOI10.1016/j.laa.2012.03.002zbMath1239.62061arXiv1303.5869OpenAlexW2080446023MaRDI QIDQ426061

Peter Spreij, Andre Klein

Publication date: 11 June 2012

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.5869

zbMATH Keywords

Hankel matrixrankinversenull spacematrix polynomialmatrix factorizationquantum informationGivens rotation matrixSylvester resultant matrixEuclidean distancenon-singularityconfluent Vandermonde matrix

Mathematics Subject Classification ID

Multivariate analysis (62H99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Factorization of matrices (15A23) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Theory of matrix inversion and generalized inverses (15A09) Toeplitz, Cauchy, and related matrices (15B05) Special matrices (15B99)

Related Items (1)

Matrix algebraic properties of the Fisher information matrix of stationary processes

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