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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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 Expressions for blocks of the information Fisher matrix are presented based on factorization of the Neudecker derivative of a transposed face-splitting matrix product.
doi_str_mv 10.1007/BF02835859
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1573-8337
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source Springer Nature
subjects Fisher information
Splitting
title Fisher information matrix for models of systems based on face-splitting matrix products
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