Fisher Information for a Bivariate Extreme Value Distribution

DOI10.2307/2337238MaRDI QIDQ4037732zbMATH OpenOpenAlexFDO

Authors David Oakes, Amita Manatunga

Publication date 16 May 1993

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2337238

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15)

Cited in

(8)

• A Bayesian bivariate failure time regression model.
• Maximum likelihood estimation of dependence parameter using ranked set sampling
• Moment estimation for multivariate extreme value distribution
• Fisher information matrix for a four-parameter kappa distribution
• Multivariate survival distributions
• New closed-form efficient estimators for a bivariate Weibull distribution
• Derivatives and Fisher information of bivariate copulas
• Vector generalized linear and additive extreme value models

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