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The Fisher Information Matrix In Doubly Censored Data From The Dagum Distribution

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Author Info
Filippo Domma ()
Sabrina Giordano () (Dipartimento di Economia e Statistica, Università della Calabria)
Mariangela Zenga () (Dipartimento di Metodi Quantitativi, Università degli Studi di Milano-Bicocca)
Abstract

In this note, we provide the mathematical tools for computing the entries of the Fisher information matrix in case of the observations are doubly censored from a Dagum distribution.

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File URL: http://www.ecostat.unical.it/RePEc/WorkingPapers/WP08_2009.pdf
File Format: application/pdf
File Function: First version, 2009-05
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Publisher Info
Paper provided by Università della Calabria, Dipartimento di Economia e Statistica in its series Working Papers with number 200908.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 13 pages
Date of creation: May 2009
Date of revision:
Handle: RePEc:clb:wpaper:200908

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Postal: Università della Calabria, Dipartimento di Economia e Statistica, Ponte Pietro Bucci, Cubo 0/C, I-87036 Arcavacata di Rende, CS, Italy
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Fax: +39 0984 492421
Web page: http://www.ecostat.unical.it/
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Related research
Keywords: Order Statistics; Maximum Likelihood Estimator; Fisher Information Matrix;

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This page was last updated on 2009-12-2.


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