The information matrix, skewness tensor and -connections for the general multivariate elliptic distribution
DOI10.1007/BF00049397zbMATH Open0691.62049MaRDI QIDQ582771FDOQ582771
Authors: Ann F. S. Mitchell 
Publication date: 1989
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
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information matrixmultivariate normalCauchylocation parameteralpha connectionsasymptotic efficiency of the sample meangeneral multivariate elliptic distributionskewness tensorStudent's t- distributions
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12)
Cites Work
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Cited In (26)
- Geodesics on the manifold of multivariate generalized Gaussian distributions with an application to multicomponent texture discrimination
- Multivariate elliptical models with general parameterization
- A van Trees inequality for estimators on manifolds
- Elliptical structural models
- Asymptotic filtering theory for multivariate ARCH models
- The quarter median
- Geodesic hypothesis testing for comparing location parameters in elliptical populations
- On the cumulants of affine equivariant estimators in elliptical families
- A distance between elliptical distributions based in an embedding into the Siegel group
- Neighbourhoods of independence and associated geometry in manifolds of bivariate Gaussian and Freund distributions
- A note on influence diagnostics in nonlinear mixed-effects elliptical models
- On the information matrix of the multivariate skew-\(t\) model
- Geodesic estimation in elliptical distributions
- Estimation of interclass correlation via a Kotz-type distribution
- Upper bounds for Rao distance on the manifold of multivariate elliptical distributions
- Information matrices for some elliptically symmetric distributions
- Covariance structure tests for multivariate \(t\)-distribution
- On the geometry of multivariate generalized Gaussian models
- Influence diagnostics in elliptical spatial linear models
- Improved estimation in a general multivariate elliptical model
- Estimative and predictive distances
- Adaptive estimation of cointegrating regressions with ARMA errors
- Multivariate normal distributions parametrized as a Riemannian symmetric space
- Spatial variability in slash linear modeling with finite second moment
- Graphical Tools for Detecting Departures from Linear Mixed Model Assumptions and Some Remedial Measures
- Neyman's C(α) test for the shape parameter of the exponential power class
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