Fisher Information and Exponential Families Parametrized by a Segment of Means

zbMath1327.62341arXiv1402.1305MaRDI QIDQ2945287

Salha Mamane, Piotr Graczyk

Publication date: 9 September 2015

Full work available at URL: https://arxiv.org/abs/1402.1305

zbMATH Keywords

Fisher informationexponential familyWishart distributionefficient estimatorparsimonymultivariate Gaussian distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12)

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