An identity for the Fisher information and Mahalanobis distance

DOI10.1016/J.JSPI.2008.02.017zbMath1146.62038OpenAlexW2064281503MaRDI QIDQ951054

Bing Li, Abram M. Kagan

Publication date: 29 October 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.02.017

zbMATH Keywords

Moore-Penrose inversemixture modelscategorical random variables

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Theory of matrix inversion and generalized inverses (15A09)

Related Items (2)

Indirect Maximum Likelihood Estimation ⋮ On entropy of a Pareto distribution in the presence of outliers

Cites Work

• Some inequalities satisfied by the quantities of information of Fisher and Shannon
• An Optimum Property of Regular Maximum Likelihood Estimation
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