Information matrices for some elliptically symmetric distributions

SORT

Volumn 29, Issue 1, 2005, Pages 43-56

  Nadarajah, Saralees ^a   Kotz, Samuel ^b  

^a UNIVERSITY OF NEBRASKA LINCOLN   (United States)

^b George Washington University   (United States)

Author keywords

Elliptically symmetric Kotz type distribution; Elliptically symmetric Pearson type II distribution; Elliptically symmetric Pearson type VII distribution; Fisher information matrices

Indexed keywords

EID: 23844517067     PISSN: 16962281     EISSN: 20138830     Source Type: Journal    
DOI: None     Document Type: Article

References (6)

1. Fang, K. -T., Kotz, S. and Ng, K. W. (1990). Symmetric Multivariate and Related Distributions. London: Chapman and Hall.
2. Johnson, M. E. (1987). Multivariate Statistical Simulation. New York: John Wiley and Sons.
3. Kotz, S. (1975). Multivariate distributions at a cross-road. In Statistical Distributions in Scientific Work, 1, editors G. P. Patil, S. Kotz and J. K. Ord. Dordrecht (eds)., The Netherlands: D. Reidel Publishing Company.
4. Kotz, S. and Nadarajah, S. (2004). Multivariate t Distributions and Their Applications. New York: Cambridge University Press.
5. Nadarajah, S. (2003). The Kotz type distribution with applications. Statistics, 37, 341-358.
6. Prudnikov, A. P., Brychkov, Y. A. and Marichev, O. I. (1986). Integrals and Series (volumes 1, 2 and 3). Amsterdam: Gordon and Breach Science Publishers.