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Information matrices for some elliptically symmetric distributions

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Nadarajah, Saralees
Kotz, Samuel
Document typeArticle
Defense date2005
PublisherInstitut d'Estadística de Catalunya
Rights accessOpen Access
Attribution-NonCommercial-NoDerivs 2.5 Spain
This work is protected by the corresponding intellectual and industrial property rights. Except where otherwise noted, its contents are licensed under a Creative Commons license : 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 
URIhttp://hdl.handle.net/2099/3758
ISSN1696-2281
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  • SORT (Statistics and Operations Research Transactions) - 2005, Vol. 29, Núm. 1 [9]
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