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A Program for Computing the Exact Fisher Information Matrix of a Gaussian VARMA Model
"... the exact Fisher information matrix ..."
Entropies and Fisher Information Matrix for Extended Beta Distribution
, 2015
"... Abstract The extended beta type 1 distribution has the probability density function proportional to In this article, we derive the Fisher information matrix and entropies such as Rényi and Shannon for the extended beta type 1 distribution. Msthematics Subject Classification: 33E99, 60E05 ..."
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Abstract The extended beta type 1 distribution has the probability density function proportional to In this article, we derive the Fisher information matrix and entropies such as Rényi and Shannon for the extended beta type 1 distribution. Msthematics Subject Classification: 33E99, 60E05
ABSTRACT The Fisher Information Matrix: Performance Measure
"... The Fisher information matrix summarizes the amount of information in the data relative to the quantities of interest. There are many applications of the information matrix in modeling, systems analysis, and estimation, including confidence region calculation, input design, prediction bounds, and “n ..."
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The Fisher information matrix summarizes the amount of information in the data relative to the quantities of interest. There are many applications of the information matrix in modeling, systems analysis, and estimation, including confidence region calculation, input design, prediction bounds
Fisher Information Matrix of General Stable Distributions Close to the Normal Distribution
, 2005
"... We investigate behavior of the Fisher information matrix of general stable distributions. DuMouchel (1975, 1983) proved that the Fisher information Iαα of characteristic exponent α diverges to infinity as α approaches 2. Nagaev and Shkol’nik (1988) made more detailed analysis of Iαα and derived asy ..."
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Cited by 1 (0 self)
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We investigate behavior of the Fisher information matrix of general stable distributions. DuMouchel (1975, 1983) proved that the Fisher information Iαα of characteristic exponent α diverges to infinity as α approaches 2. Nagaev and Shkol’nik (1988) made more detailed analysis of Iαα and derived
A note on the Fisher information matrix for the skewgeneralizednormal model
"... Abstract In this paper, the exact form of the Fisher information matrix for the skewgeneralized normal (SGN) distribution is determined. The existence of singularity problems of this matrix for the skewnormal and normal particular cases is investigated. Special attention is given to the asymptotic ..."
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Abstract In this paper, the exact form of the Fisher information matrix for the skewgeneralized normal (SGN) distribution is determined. The existence of singularity problems of this matrix for the skewnormal and normal particular cases is investigated. Special attention is given
On the Fisher Information Matrix for Multivariate Elliptically Contoured Distributions
"... OATAO is an open access repository that collects the work of Toulouse researchers and makes it freely available over the web where possible. ..."
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Cited by 2 (0 self)
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OATAO is an open access repository that collects the work of Toulouse researchers and makes it freely available over the web where possible.
Accurate estimation of the Fisher information matrix for the PET image reconstruction problem
 IEEE Trans. Med. Imag
, 2004
"... Abstract—The Fisher information matrix (FIM) plays a key role in the analysis and applications of statistical image reconstruction methods based on Poisson data models. The elements of the FIM are a function of the reciprocal of the mean values of sinogram elements. Conventional plugin FIM estimat ..."
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Cited by 8 (5 self)
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Abstract—The Fisher information matrix (FIM) plays a key role in the analysis and applications of statistical image reconstruction methods based on Poisson data models. The elements of the FIM are a function of the reciprocal of the mean values of sinogram elements. Conventional plugin FIM
An Explicit Expression for the Fisher Information Matrix of a Multiple Time
 Series Process,” Linear Algebra and its Applications
, 2006
"... Abstract The principal result in this paper is concerned with the derivative of a vector with respect to a block vector or matrix. This is applied to the asymptotic Fisher information matrix (FIM) of a stationary vector autoregressive and moving average time series process (VARMA). Representations ..."
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Cited by 1 (0 self)
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Abstract The principal result in this paper is concerned with the derivative of a vector with respect to a block vector or matrix. This is applied to the asymptotic Fisher information matrix (FIM) of a stationary vector autoregressive and moving average time series process (VARMA). Representations
On Computing the Expected Fisher Information Matrix for StateSpace Model Parameters
, 1996
"... A general, recursive algorithm is presented for computing the expected Fisher information matrix for statespace model parameters. Simulation results are featured where known Fisher information matrices corresponding to simple statespace models are estimated using both observed and expected informa ..."
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Cited by 3 (1 self)
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A general, recursive algorithm is presented for computing the expected Fisher information matrix for statespace model parameters. Simulation results are featured where known Fisher information matrices corresponding to simple statespace models are estimated using both observed and expected
Results 1  10
of
13,573