Fisher information matrix for a four-parameter kappa distribution

DOI10.1016/J.SPL.2007.03.002MaRDI QIDQ2467378zbMATHOpenAlexFDO

Authors J.-S. Park, Tae Yoon Kim

Publication date 21 January 2008

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2007.03.002

zbMATH Keywords

beta functionmaximum likelihood estimationdigamma functionextreme value distributionhydrology

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Point estimation (62F10)

Recommendations

• Fisher information matrix for the Feller-Pareto distribution
• Fisher information matrix for the generalized Feller-Pareto distribution
• Fisher information matrix of Husimi distribution
• Fisher information matrix of the Dirichlet-multinomial distribution
• The four-parameter kappa distribution
• scientific article; zbMATH DE number 2091951
• Fisher information and the fourth moment theorem
• Nonsingular information matrix and the von Mises Fisher distribution
• Fisher information matrix for the inverse Weibull distribution

Cites work

• scientific article; zbMATH DE number 4153678 (Why is no real title available?)
• scientific article; zbMATH DE number 3824228 (Why is no real title available?)
• Fisher Information for a Bivariate Extreme Value Distribution
• Fisher information for a multivariate extreme value distribution
• Fisher information in censored data
• Fisher information matrix for the Feller-Pareto distribution
• More on the four-parameter kappa distribution
• On the Fisher information in record data
• The four-parameter kappa distribution

Cited in

(2)

• A kappa distribution with a hydrological application
• Penalized likelihood approach for the four-parameter kappa distribution

Describes a project that uses

Uses Software

• LMOMENTS

This page was built for publication: Fisher information matrix for a four-parameter kappa distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2467378)