Information matrices for some elliptically symmetric distributions

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hdl:2099/3758
Document typeArticle
Defense date2005
PublisherInstitut d'Estadística de Catalunya
Rights accessOpen Access
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Except where otherwise noted, its contents are licensed under a Creative Commons license
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Attribution-NonCommercial-NoDerivs 2.5 Spain
Abstract
The Fisher information matrices are derived for three of the most popular elliptically symmetric distributions: the Pearson type II, Pearson type VII and the Kotz type distributions. We hope the results
could be important to the many researchers working in this area.
CitationNadarajah, Saralees; Kotz, Samuel. "Information matrices for some elliptically symmetric distributions". SORT, 2005, Vol. 29, núm. 1
ISSN1696-2281
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