Implicit construction of McCulloch's \(G\) matrix for the numerical evaluation of Fisher information matrices

DOI10.1016/0167-9473(91)90089-KzbMath0850.62484OpenAlexW1983290093MaRDI QIDQ1896157

G. B. Moneta

Publication date: 17 August 1995

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(91)90089-k

zbMATH Keywords

Fisher information matrix\(H\) matrix\(G\) matrix\(Vec(\cdot)\) operator, \(Vech(\cdot)\) operatorimplicit construction

Mathematics Subject Classification ID

Multivariate analysis (62H99) Software, source code, etc. for problems pertaining to statistics (62-04) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

Applied regression analysis bibliography update 1990-91

Uses Software

• MATCAL

Cites Work

• The commutation matrix: Some properties and applications
• Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics
• Symmetric Matrix Derivatives with Applications
• Some Applications of Matrix Derivatives in Multivariate Analysis

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