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20 p, 354.0 KB How much Fisher information is contained in record values and their concomitants in the presence of inter-record times? / Amini, Morteza ; Ahmadi, Jafar
It is shown that, although the distribution of inter-record time does not depend on the parent distribution, Fisher information increases when inter-record times are included. The general results concern different classes of bivariate distributions and propose a comparison study of the Fisher information. [...]
2009
SORT : statistics and operations research transactions, Vol. 33, Núm. 2 (July-December 2009) , p. 213-232  

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