In this paper, we provide the expectation of a function of the quadratic form of the multivariate skew Laplace distribution using the generalized Laguerre series that can be applied to compute the elements of the Fisher information matrix. Finally, we give a numerical example to obtain the expectation of this quadratic form.
Kazemi, M. R. (2022). Quadratic form solution of the multivariate skew Laplace distribution for fisher information. Journal of Statistical Modelling: Theory and Applications, 3(1), 25-29. doi: 10.22034/jsmta.2022.2971
MLA
Mohammad Reza Kazemi. "Quadratic form solution of the multivariate skew Laplace distribution for fisher information", Journal of Statistical Modelling: Theory and Applications, 3, 1, 2022, 25-29. doi: 10.22034/jsmta.2022.2971
HARVARD
Kazemi, M. R. (2022). 'Quadratic form solution of the multivariate skew Laplace distribution for fisher information', Journal of Statistical Modelling: Theory and Applications, 3(1), pp. 25-29. doi: 10.22034/jsmta.2022.2971
VANCOUVER
Kazemi, M. R. Quadratic form solution of the multivariate skew Laplace distribution for fisher information. Journal of Statistical Modelling: Theory and Applications, 2022; 3(1): 25-29. doi: 10.22034/jsmta.2022.2971