Invariance theorems for Fisher information

Murray D. Smith

doi:10.1080/03610920701215159

Invariance theorems for Fisher information

Murray D. Smith^*

^*Awdur cyfatebol y gwaith hwn

Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

Crynodeb

In multivariate and multi-parameter contexts, new expressions for Fisher Information are derived using the copula representation of the joint distribution of random variables. Invariance of Fisher Information to margins of the joint distribution is then demonstrated.

Iaith wreiddiol	Saesneg
Tudalennau (o-i)	2213-2222
Nifer y tudalennau	10
Cyfnodolyn	Communications in Statistics - Theory and Methods
Cyfrol	36
Rhif cyhoeddi	12
Dynodwyr Gwrthrych Digidol (DOIs)	https://doi.org/10.1080/03610920701215159
Statws	Cyhoeddwyd - 28 Awst 2007
Cyhoeddwyd yn allanol	Ie

Mynediad at Ddogfen

10.1080/03610920701215159

Cysylltiad parhaol

Dolen barhaus

Ffeiliau eraill a chysylltiadau

Dolen i’r cyhoeddiad yn Scopus

Dyfynnu hyn

@article{c65cf7ccb96f4a65b397cbe7279d384f,

title = "Invariance theorems for Fisher information",

abstract = "In multivariate and multi-parameter contexts, new expressions for Fisher Information are derived using the copula representation of the joint distribution of random variables. Invariance of Fisher Information to margins of the joint distribution is then demonstrated.",

keywords = "Copula, Copula representation, Dependence parameter, Fisher Information, Invariance, Margin parameter",

author = "Smith, {Murray D.}",

year = "2007",

month = aug,

day = "28",

doi = "10.1080/03610920701215159",

language = "English",

volume = "36",

pages = "2213--2222",

journal = "Communications in Statistics - Theory and Methods",

issn = "0361-0926",

publisher = "Taylor & Francis",

number = "12",

}

TY - JOUR

T1 - Invariance theorems for Fisher information

AU - Smith, Murray D.

PY - 2007/8/28

Y1 - 2007/8/28

N2 - In multivariate and multi-parameter contexts, new expressions for Fisher Information are derived using the copula representation of the joint distribution of random variables. Invariance of Fisher Information to margins of the joint distribution is then demonstrated.

AB - In multivariate and multi-parameter contexts, new expressions for Fisher Information are derived using the copula representation of the joint distribution of random variables. Invariance of Fisher Information to margins of the joint distribution is then demonstrated.

KW - Copula

KW - Copula representation

KW - Dependence parameter

KW - Fisher Information

KW - Invariance

KW - Margin parameter

UR - http://www.scopus.com/inward/record.url?scp=34548349033&partnerID=8YFLogxK

U2 - 10.1080/03610920701215159

DO - 10.1080/03610920701215159

M3 - Article

AN - SCOPUS:34548349033

SN - 0361-0926

VL - 36

SP - 2213

EP - 2222

JO - Communications in Statistics - Theory and Methods

JF - Communications in Statistics - Theory and Methods

IS - 12

ER -

Invariance theorems for Fisher information

Crynodeb

Mynediad at Ddogfen

Cysylltiad parhaol

Ffeiliau eraill a chysylltiadau

Ôl bys

Dyfynnu hyn