Multivariate normal distributions, Fisher information and matrix inequalities

DOI10.1080/00207390121565zbMath1002.62037OpenAlexW2013548461MaRDI QIDQ3150421

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Publication date: 17 October 2002

Published in: International Journal of Mathematical Education in Science and Technology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207390121565

zbMATH Keywords

monotonicitysufficiencypositive definite Hermitian matrices

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Miscellaneous inequalities involving matrices (15A45) Sufficient statistics and fields (62B05)

Related Items (2)

Some properties and applications of the efficient Fisher score ⋮ Sub- and superadditivity à la Carlen of matrices related to the Fisher information

Cites Work

• Superadditivity of Fisher's information and logarithmic Sobolev inequalities
• Statistical meaning of Carlen's superadditivity of the Fisher information
• Some Inequalities for Principal Submatrices
• Linear Statistical Inference and its Applications
• Inequalities: theory of majorization and its applications

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