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/