Information matrices for some elliptically symmetric distributions

MaRDI QIDQ3645237zbMATH OpenFDO

Authors Samuel Kotz, Saralees Nadarajah

Publication date 16 November 2009

Full work available at URL https://eudml.org/doc/40466, http://www.idescat.cat/sort/artpublished.html

zbMATH Keywords

Fisher information matriceselliptically symmetric Kotz-type distributionelliptically symmetric Pearson type II distributionelliptically symmetric Pearson type VII distribution

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Design of statistical experiments (62Kxx)

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Cited in

(12)

• Information matrices for some bivariate Pareto distributions
• Tail asymptotic results for elliptical distributions
• Asymptotics for Kotz type III elliptical distributions
• The information matrix, skewness tensor and \(\alpha\)-connections for the general multivariate elliptic distribution
• Asymptotics of the norm of elliptical random vectors
• A Poisson mixture model of discrete choice
• Fisher information for the elliptically symmetric Pearson distributions
• On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays
• Extremes of conditioned elliptical random vectors
• Fisher information matrix for the Feller-Pareto distribution
• Meta-elliptical copulas for drought frequency analysis of periodic hydrologic data
• Conditional limiting distribution of beta-independent random vectors

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