Fisher information for the elliptically symmetric Pearson distributions

Applied Mathematics and Computation

Volumn 178, Issue 2, 2006, Pages 195-206

  Nadarajah, Saralees ^a  

^a UNIVERSITY OF NEBRASKA LINCOLN   (United States)

Author keywords

Elliptically symmetric Pearson distributions; Fisher information matrices

Indexed keywords

COMPUTATIONAL METHODS; INFORMATION THEORY; MATRIX ALGEBRA; NUMERICAL METHODS;

ELLIPTICALLY SYMMETRIC PEARSON DISTRIBUTIONS; FISHER INFORMATION MATRICES; NUMERICAL TABULATIONS;

PROBABILITY DISTRIBUTIONS;

EID: 33746228107     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2005.11.037     Document Type: Article

References (4)

1. Fang K.-T., Kotz S., and Ng K.W. Symmetric Multivariate and Related Distributions (1990), Chapman and Hall, London
2. Johnson M.E. Multivariate Statistical Simulation (1987), John Wiley and Sons, New York
3. Kotz S., and Nadarajah S. Multivariate t Distributions and Their Applications (2004), Cambridge University Press, New York
4. Prudnikov A.P., Brychkov Y.A., and Marichev O.I. Integrals and Series (1986), Gordon and Breach Science Publishers, Amsterdam (vols. 1, 2 and 3)