On the Fisher information in record data

DOI10.1016/J.SPL.2005.08.021MaRDI QIDQ2489825zbMATH OpenOpenAlexFDO

Authors Narayanaswamy Balakrishnan, A. Stepanov

Publication date 28 April 2006

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

Full work available at URL https://doi.org/10.1016/j.spl.2005.08.021

zbMATH Keywords

Estimators based on recordsExponential familiesFisher informationGeometric distributionInverse sampling planPareto distributionRecordsSufficient statisticsWeak recordsWeibull distribution

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32)

Recommendations

• Fisher information in record data
• Fisher information in \(k\)-records
• On the Fisher information in record values
• Comparing the Fisher information in record data and random observations
• Fisher information in bivariate record values from a sample of fixed size

Cites work

• An Estimator of the Exponent of Regular Variation Based on K-Record Values
• Characterization of hazard function factorization by Fisher information in minima and upper record values
• Comparing the Fisher information in record data and random observations
• Exact distribution and Fisher information of weak record values.
• Fisher information in \(k\)-records
• Fisher information in record data
• scientific article; zbMATH DE number 3899846 (Why is no real title available?)
• scientific article; zbMATH DE number 1212031 (Why is no real title available?)
• Limit Theorems for Weak Records
• Linearity of regression for non-adjacent weak records
• On estimating population characteristics from record-breaking observations. i. parametric results
• On record values and record times
• On record values and the exponent of a distribution with regularly varying upper tail
• On the Fisher information in record values
• Prediction of record values
• Records. Mathematical theory.

Cited in

(21)

• On Fisher's information contained in the sample mean
• Exact distribution and Fisher information of weak record values.
• Comparing the Fisher information in record data and random observations
• Fisher information in \(k\)-records
• Cumulative past Fisher information measure and its extensions
• Improved estimators of the distribution function based on lower record values
• Fisher information in record values and their concomitants about dependence and correlation parameters
• Fisher information matrix for a four-parameter kappa distribution
• Fisher information in bivariate record values from a sample of fixed size
• Fisher information in generalized order statistics
• The Rényi information in record data from an inverse sampling plan
• Simulation of gamma records
• Comparing Fisher information in record values and their concomitants with random observations
• Comparing the fisher information in record values and iid observations
• Shannon Information Properties of the Endpoints of Record Coverage
• Shannon information in record data
• Generating function for generalized Fisher information measure and its application to finite mixture models
• On the Fisher information in record values
• Fisher information and its extensions based on infinite mixture density functions
• Fisher and Bayes-Fisher information measures for finite mixture distributions
• Fisher information in record data

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