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.
@article{urn:eudml:doc:40466,
title = {Information matrices for some elliptically symmetric distributions.},
journal = {SORT},
volume = {29},
year = {2005},
pages = {43-56},
mrnumber = {MR2160536},
zbl = {1274.62068},
language = {en},
url = {http://dml.mathdoc.fr/item/urn:eudml:doc:40466}
}
Nadarajah, Saralees; Kotz, Samuel. Information matrices for some elliptically symmetric distributions.. SORT, Tome 29 (2005) pp. 43-56. http://gdmltest.u-ga.fr/item/urn:eudml:doc:40466/