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The information matrix, skewness tensor and a-connections for the general multivariate elliptic distribution

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  • Ann Mitchell

Abstract

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Suggested Citation

  • Ann Mitchell, 1989. "The information matrix, skewness tensor and a-connections for the general multivariate elliptic distribution," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 41(2), pages 289-304, June.
    • Handle: RePEc:spr:aistmt:v:41:y:1989:i:2:p:289-304
    DOI: 10.1007/BF00049397
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    Citations

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    Cited by:

    1. Patriota, Alexandre G., 2011. "A note on influence diagnostics in nonlinear mixed-effects elliptical models," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 218-225, January.
    2. Jens Jensen & Andrew Wood, 1998. "Large Deviation and Other Results for Minimum Contrast Estimators," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 50(4), pages 673-695, December.
    3. Peter Reinhard Hansen & Chen Tong, 2024. "Convolution-t Distributions," Papers 2404.00864, arXiv.org.
    4. Helu, Amal & Naik, Dayanand N., 2006. "Estimation of interclass correlation via a Kotz-type distribution," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 1523-1534, December.
    5. Daniel B. Nelson, 1994. "Asymptotic Filtering Theory for Multivariate ARCH Models," NBER Technical Working Papers 0162, National Bureau of Economic Research, Inc.
    6. R. S. Fagundes & M. A. Uribe-Opazo & M. Galea & L. P. C. Guedes, 2018. "Spatial Variability in Slash Linear Modeling with Finite Second Moment," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 23(2), pages 276-296, June.
    7. Ludwig Baringhaus & Rudolf Grübel, 2022. "The quarter median," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(4), pages 419-458, May.

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