Invariance theorems for Fisher information

Murray D. Smith*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

2 Citations (SciVal)


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.

Original languageEnglish
Pages (from-to)2213-2222
Number of pages10
JournalCommunications in Statistics - Theory and Methods
Issue number12
Publication statusPublished - 28 Aug 2007
Externally publishedYes


  • Copula
  • Copula representation
  • Dependence parameter
  • Fisher Information
  • Invariance
  • Margin parameter


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