Fisher information in record values and their concomitants about dependence and correlation parameters (Q2373683)
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scientific article; zbMATH DE number 5171312
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| English | Fisher information in record values and their concomitants about dependence and correlation parameters |
scientific article; zbMATH DE number 5171312 |
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Fisher information in record values and their concomitants about dependence and correlation parameters (English)
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16 July 2007
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Archimedean copulas
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bivariate normal distribution
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Farlie-Gumbel-Morgenstern family
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Gumbel-Hougaard model
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relative efficiency
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0.8600832223892212
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0.8466371297836304
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0.8265346884727478
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0.8182477355003357
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