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Multivariate extreme value distribution and its fisher information matrix

✍ Scribed by Daoji Shi

Publisher
Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
1995
Tongue
English
Weight
355 KB
Volume
11
Category
Article
ISSN
0168-9673

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Exact distribution and Fisher informatio
Exact distribution and Fisher information of weak record values
✍ A.V. Stepanov; N. Balakrishnan; Glenn Hofmann πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 251 KB

We derive exact distributions of weak record values in lattice as well as non-lattice cases. We obtain the Fisher information contained in the ΓΏrst m weak records and the ΓΏrst m (strong) records from a discrete distribution. We give geometric and Poisson examples.