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