Multivariate Hermite polynomials and information matrix tests
Year of publication: |
May 2021
|
---|---|
Authors: | Amengual, Dante ; Fiorentini, Gabriele ; Sentana, Enrique |
Publisher: |
Madrid, Spain : Centro de estudios monetarios y financieros |
Subject: | Exact test | Hessian matrix | multivariate normality | outer product of the score | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | Multivariate Analyse | Multivariate analysis |
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