THE FISHER INFORMATION MATRIX IN DOUBLY CENSORED DATA FROM THE DAGUM DISTRIBUTION

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

No 200908, Working Papers from Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF

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.

Keywords: Order Statistics; Maximum Likelihood Estimator; Fisher Information Matrix (search for similar items in EconPapers)
Pages: 13 pages
Date: 2009-05
New Economics Papers: this item is included in nep-ecm
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Persistent link: https://EconPapers.repec.org/RePEc:clb:wpaper:200908

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