Fisher information matrix for models of systems based on face-splitting matrix products

Fisher information matrix for models of systems based on face-splitting matrix products

Expressions for blocks of the information Fisher matrix are presented based on factorization of the Neudecker derivative of a transposed face-splitting matrix product.

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Cybernetics and systems analysis 1999-07, Vol.35 (4), p.636-643
1. Verfasser: Slyusar, V. I.
Format: Artikel
Sprache:eng
Schlagworte:
Fisher information
Splitting
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:Expressions for blocks of the information Fisher matrix are presented based on factorization of the Neudecker derivative of a transposed face-splitting matrix product.
ISSN:1060-0396
1573-8337
DOI:10.1007/BF02835859