Fisher information in record values and their concomitants about dependence and correlation parameters

DOI10.1016/J.SPL.2007.01.003MaRDI QIDQ2373683zbMATH OpenOpenAlexFDO

Authors Morteza Amini, J. Ahmadi

Publication date 16 July 2007

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2007.01.003

zbMATH Keywords

Archimedean copulasbivariate normal distributionrelative efficiencyFarlie-Gumbel-Morgenstern familyGumbel-Hougaard model

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Statistics of extreme values; tail inference (62G32)

Recommendations

• Comparing Fisher information in record values and their concomitants with random observations
• How much Fisher information is contained in record values and their concomitants in the presence of inter-record times
• Fisher information in an order statistic and its concomitant
• Fisher information in bivariate record values from a sample of fixed size
• Fisher information in record values and their concomitants: a comparison of two sampling schemes

Cites work

• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 1212031 (Why is no real title available?)
• A QUICK ESTIMATE OF THE REGRESSION COEFFICIENT
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• Comparing the Fisher information in record data and random observations
• Comparing the fisher information in record values and iid observations
• Concomitants and correlation estimates
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• Correlation and dependence
• Correlation structure in Farlie-Gumbel-Morgenstern distributions
• Exact distribution and Fisher information of weak record values.
• Fisher information in \(k\)-records
• Fisher information in an order statistic and its concomitant
• Fisher information in record data
• Linear Estimation in Censored Samples from Multivariate Normal Populations
• Maximum likelihood estimation of dependence parameter using ranked set sampling
• Nonparametric function estimation from inversely sampled record‐breaking data
• On the Fisher information in record data
• On the Fisher information in record values
• On the normal record values and associated inference
• Statistical inference for censored bivariate normal distributions based on induced order statistics

Cited in

(9)

• Fisher information in bivariate record values from a sample of fixed size
• Comparing Fisher information in record values and their concomitants with random observations
• How much Fisher information is contained in record values and their concomitants in the presence of inter-record times
• On the Fisher information in record values
• Fisher information in record values and their concomitants: a comparison of two sampling schemes
• Increased Fisher’s information for parameters of association in count regression via extreme ranks
• Fisher information in an order statistic and its concomitant
• Fisher information in record data
• Comparing the Fisher information in record data and random observations

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