Information matrices for some elliptically symmetric distributions

zbMATH Open1274.62068MaRDI QIDQ3645237FDOQ3645237

Authors: Samuel Kotz, Saralees Nadarajah 

Publication date: 16 November 2009

Full work available at URL: https://eudml.org/doc/40466

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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)

Cited In (12)

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

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