Parameter estimation in nonlinear regression models 1 |
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Authors: | H. Bunke K. Henschke R. Strüby C. Wisotzki |
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Affiliation: | University of Dortmund , Germany |
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Abstract: | Fisher information contained in record values, inter-record times and their concomitants from a sample of fixed size is derived in general and explicit expressions are deduced for some specific known bivariate classes of distributions. A comparison between fixed sampling and inverse sampling schemes with equal number of records and concomitants is also carried out. We also consider parameter estimation based on bivariate records and a small simulation study is done. |
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Keywords: | copula destructive stress testing MLE proportional hazard (reversed hazard) model bivariate exponential class |
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