Displaying 2 results from an estimated 2 matches for "barndorff".
2009 Nov 20
1
Bessel function with large index value
...d the log of K_\nu(x) for large \nu. Does anybody
have any leads on this?
Note that I have trawled through Abramowitz and Stegun and found 9.7.8
which doesn't work for me because of the complication in the definition
of the x argument. I have also seen a result of Ismail (1977) reported
by Barndorff-Nielsen and Blaesild which has the other problem, the
treatment of the x argument is too simple.
To do the calculation I am attempting, I need to have the Bessel
function in a form that will allow a cancellation with a Gamma function
of high order in the denominator.
David Scott
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2005 Jun 06
3
(Off topic.) Observed Fisher information.
I have been building an R function to calculate the ***observed***
(as opposed to expected) Fisher information matrix for parameter
estimates in a rather complicated setting. I thought I had it
working, but I am getting a result which is not positive definite.
(One negative eigenvalue. Out of 10.)
Is it the case that the observed Fisher information must be positive
definite --- thereby