The information matrix, skewness tensor and \(\alpha\)-connections for the general multivariate elliptic distribution

DOI10.1007/BF00049397zbMath0691.62049MaRDI QIDQ582771

Ann F. S. Mitchell

Publication date: 1989

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

information matrixlocation parametermultivariate normalCauchyalpha connectionsasymptotic efficiency of the sample meangeneral multivariate elliptic distributionskewness tensorStudent's t- distributions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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