Fisher information in bivariate record values from a sample of fixed size
Year
: 2012
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.
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.
Keyword(s): copula,destructive stress testing,MLE,proportional hazard (reversed hazard) model,bivariate
exponential class
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:
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Statistics
Fisher information in bivariate record values from a sample of fixed size
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| contributor author | سیدمرتضی امینی | en |
| contributor author | جعفر احمدی | en |
| contributor author | N. Balakrishnan | en |
| contributor author | Seied Morteza Amini | fa |
| contributor author | Jafar Ahmadi | fa |
| date accessioned | 2020-06-06T14:33:32Z | |
| date available | 2020-06-06T14:33:32Z | |
| date issued | 2012 | |
| identifier uri | https://libsearch.um.ac.ir:443/fum/handle/fum/3401809 | |
| description 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. | en |
| language | English | |
| title | Fisher information in bivariate record values from a sample of fixed size | en |
| type | Journal Paper | |
| contenttype | External Fulltext | |
| subject keywords | copula | en |
| subject keywords | destructive stress testing | en |
| subject keywords | MLE | en |
| subject keywords | proportional hazard (reversed hazard) model | en |
| subject keywords | bivariate exponential class | en |
| journal title | Statistics | fa |
| pages | 23-39 | |
| journal volume | 46 | |
| journal issue | 1 | |
| identifier link | https://profdoc.um.ac.ir/paper-abstract-1018965.html | |
| identifier articleid | 1018965 |