Transformed statistical distance measures and the Fisher information matrix

DOI10.1016/j.laa.2012.03.002zbMath1239.62061arXiv1303.5869MaRDI 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 matrix; rank; inverse; null space; matrix polynomial; matrix factorization; quantum information; Givens rotation matrix; Sylvester resultant matrix; Euclidean distance; non-singularity; confluent Vandermonde matrix

Mathematics Subject Classification ID

62H99: Multivariate analysis

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

15A23: Factorization of matrices

62H05: Characterization and structure theory for multivariate probability distributions; copulas

15A09: Theory of matrix inversion and generalized inverses

15B05: Toeplitz, Cauchy, and related matrices

15B99: Special matrices

Related Items

Matrix algebraic properties of the Fisher information matrix of stationary processes

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