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.

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Bibliographic Details
Published in:Cybernetics and systems analysis 1999-07, Vol.35 (4), p.636-643
Main Author: Slyusar, V. I.
Format: Article
Language:English
Subjects:
Fisher information
Splitting
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Description
Summary: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