算法AS 292：极值分布、正态分布和逻辑斯蒂分布以及删失数据的费希尔信息矩阵

Algorithm AS 292: Fisher Information Matrix for the Extreme Value, Normal and Logistic Distributions and Censored Data

Journal of the Royal Statistical Society. Series C: Applied Statistics · 1994
被引 52
ABS 3

中文导读

该算法计算极值、正态和逻辑斯蒂分布下删失数据的费希尔信息矩阵，适用于统计推断和模型估计。

Abstract

Luis A. Escobar, William Q. Meeker, Jr, Algorithm AS 292: Fisher Information Matrix for the Extreme Value, Normal and Logistic Distributions and Censored Data, Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 43, No. 3 (1994), pp. 533-540

统计学极值理论计量经济学应用数学
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