Fisher information matrix for the Feller-Pareto distribution

DOI10.1016/S0167-7152(02)00143-8zbMath1014.60009OpenAlexW2140854119MaRDI QIDQ1871267

Vytaras Brazauskas

Publication date: 7 May 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(02)00143-8

zbMATH Keywords

Fisher informationdigamma functiontrigamma functionPareto modelstransformed beta family

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items

Fisher information matrix for a four-parameter kappa distribution ⋮ Fisher Information Matrix for the Generalized Feller-Pareto Distribution ⋮ Information Measures for Some Well-Known Families ⋮ Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model

Cites Work

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• Discordancy Testing in Gamma Samples with Both Parameters Unknown
• Information Matrix for Pareto(IV), Burr, and Related Distributions
• Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution
• Robust Statistics
• Robust estimation of tail parameters for two-parameter Pareto and exponential models via generalized quantile statistics
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