Fisher information in record data

DOI10.1007/s001840200208zbMath1433.62019OpenAlexW1980021310MaRDI QIDQ745306

H. N. Nagaraja, Glenn Hofmann

Publication date: 14 October 2015

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001840200208

zbMATH Keywords

order statisticsexponential distributionrecord valuesFisher informationrecord times

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Statistical aspects of information-theoretic topics (62B10)

Related Items (24)

Fisher information in bivariate record values from a sample of fixed size ⋮ Fisher information in record values and their concomitants about dependence and correlation parameters ⋮ Simulation of gamma records ⋮ Some information theoretic ideas useful in statistical inference ⋮ Shannon Information Ink-records ⋮ Inference on generalized inverted exponential distribution based on record values and inter-record times ⋮ Runs based on records: their distributional properties and an application to testing for dispersive ordering ⋮ Entropy properties of record statistics ⋮ Linear estimation of location and scale parameters using partial maxima ⋮ Rényi entropy properties of records ⋮ Exact distribution and Fisher information of weak record values. ⋮ Rényi Entropy of k-Records ⋮ Comparing the Fisher information in record data and random observations ⋮ Shannon information in record data ⋮ Fisher information in \(k\)-records ⋮ On the Fisher information in record data ⋮ Characterization of hazard function factorization by Fisher information in minima and upper record values ⋮ Unnamed Item ⋮ Optimal sample size for record data and associated cost analysis for exponential distribution ⋮ On the information in extreme measurements for parameter estimation ⋮ Shannon Information Properties of the Endpoints of Record Coverage ⋮ Estimation with the generalized exponential distribution based on record values and inter-record times ⋮ Comparing Fisher information in record values and their concomitants with random observations ⋮ Fisher information in generalized order statistics

This page was built for publication: Fisher information in record data