Invariance Theorems for Fisher Information

DOI10.1080/03610920701215159zbMath1124.62035OpenAlexW2028507960MaRDI QIDQ5421570

Murray D. Smith

Publication date: 24 October 2007

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920701215159

zbMATH Keywords

invarianceFisher informationdependence parametercopula representationmargin parameter

Mathematics Subject Classification ID

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

Related Items (2)

Estimating standard errors in regular vine copula models ⋮ Derivatives and Fisher information of bivariate copulas

Cites Work

• An introduction to copulas.
• Theory & Methods: Fisher’s Information on the Correlation Coefficient in Bivariate Logistic Models
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