Relation between the covariance and Fisher information matrices

Statistics and Probability Letters

Volumn 42, Issue 1, 1999, Pages 7-13

  Kagan, Abram ^a   Landsman, Zinoviy ^b  

^a Bldg 142   (United States)

^b UNIVERSITY OF HAIFA   (Israel)

Author keywords

Covariance; Fisher information matrix; Primary 62810

Indexed keywords

EID: 0038128273     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(98)00178-3     Document Type: Article

References (9)

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3. Jorgensen, B., 1983. Maximal likelihood estimation and large-sample inference for generalized linear and nonlinear regression models, Biometrika, 70 (1), 19-28.
4. Jorgensen, B., 1997. The Theory of Dispersion Models, Chapman & Hall, London.
5. Kagan, A.M, Linnik, Yu.V, Rao, C.R., 1973. Characterization Problems in Mathematical Statistics, Wiley, New York.
6. Lehmann, E.L., 1983. Theory of Point Estimation, Wiley, New York.
7. Marcus, M., Minc, H., 1964. Matrix Theory and Matrix Inequalities. Allyn & Bacon, Boston.
8. Rao, C.R., 1973. Linear Statistical Inference and Its Applications, 2nd ed. Wiley, New York.
9. Sweeting T.J. Approximate inference in location-scale regression models. J. Amer. Statist. Assoc. 79:1984;847-852.