Relation between the covariance and Fisher information matrices

DOI10.1016/S0167-7152(98)00178-3zbMath0952.62049OpenAlexW2069835332WikidataQ127774078 ScholiaQ127774078MaRDI QIDQ1962142

Abram M. Kagan, Zinoviy Landsman

Publication date: 1999

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00178-3

zbMATH Keywords

Fisher information matrixcovariance

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistical aspects of information-theoretic topics (62B10)

Related Items (4)

On Two Forms of Fisher's Measure of Information ⋮ Analysis of signals in the Fisher-Shannon information plane ⋮ Measures of multivariate dependence based on a distance between Fisher information matrices ⋮ Semiparametric testing with highly persistent predictors

Cites Work

• Maximum likelihood estimation and large-sample inference for generalized linear and nonlinear regression models
• Linear Statistical Inference and its Applications
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