Kagan, Abram ; Radhakrishna Rao, C. (2003) Some properties and applications of the efficient Fisher score Journal of Statistical Planning and Inference, 116 (2). pp. 343-352. ISSN 0378-3758
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/S03783...
Related URL: http://dx.doi.org/10.1016/S0378-3758(02)00351-8
Abstract
Monotonicity and superadditivity of the efficient matrix of Fisher information when applied to normal random vectors lead to statistical proofs and interpretations of some matrix inequalities. In the standard linear regression setup, the efficient score partitions the system of normal equations into two subsystems with lower total computational complexity.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Efficient Information Matrix; Linear Regression; Matrix Inequalities; Milne's Inequality; Superadditivity |
| ID Code: | 42478 |
| Deposited On: | 04 Jun 2011 08:49 |
| Last Modified: | 04 Jun 2011 08:49 |
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