Timeline for In Fisher information matrix, how are estimators of variances given?
Current License: CC BY-SA 3.0
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| when toggle format | what | by | license | comment | |
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| Oct 16, 2016 at 15:30 | vote | accept | mavavilj | ||
| Feb 24, 2016 at 13:46 | history | edited | mavavilj | CC BY-SA 3.0 |
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| Feb 24, 2016 at 11:34 | answer | added | mavavilj | timeline score: 3 | |
| Feb 24, 2016 at 10:17 | comment | added | Harald Thomson | In case the fisher information $J(\theta)$ is a matrix the size $n \times n$ with $n > 1$ the variance of the parameters are still given by the inverse of the fisher information. i.e. $J(\theta)^{-1}$. However, inverting a matrix is slightly more tricky than inverting a scalar. You need to find the matrix $B$ whose matrix-product with $J(\theta)$ results in the identity matrix $I$. | |
| Feb 24, 2016 at 8:42 | history | asked | mavavilj | CC BY-SA 3.0 |