Title : ( Fisher information in bivariate record values from a sample of fixed size )
Authors: Seied Morteza Amini , Jafar Ahmadi , N. Balakrishnan ,
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Abstract
Fisher information contained in record values, inter-record times and their concomitants from a sample of fixed size is derived in general and explicit expressions are deduced for some specific known bivariate classes of distributions. A comparison between fixed sampling and inverse sampling schemes with equal number of records and concomitants is also carried out. We also consider parameter estimation based on bivariate records and a small simulation study is done.
Keywords
copula; destructive stress testing; MLE; proportional hazard (reversed hazard) model; bivariate exponential class
@article{paperid:1018965,
author = {Amini, Seied Morteza and Ahmadi, Jafar and N. Balakrishnan},
title = {Fisher information in bivariate record values from a sample of fixed size},
journal = {Statistics},
year = {2012},
volume = {46},
number = {1},
month = {January},
issn = {0233-1888},
pages = {23--39},
numpages = {16},
keywords = {copula; destructive stress testing; MLE; proportional hazard (reversed hazard) model; bivariate
exponential class},
}
%0 Journal Article
%T Fisher information in bivariate record values from a sample of fixed size
%A Amini, Seied Morteza
%A Ahmadi, Jafar
%A N. Balakrishnan
%J Statistics
%@ 0233-1888
%D 2012
