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Asymptotically efficient estimation of a scale parameter in Gaussian time series and closed-form expressions for the Fisher information
efficient estimation fractional Brownian motion Fisher information general monotone sequence regular variation slowly varying functions spectral density.
2012/9/18
Mimicking the maximum likelihood estimator, we construct first order Cramer-Rao efficient and explicitly computable estimators for the scale parameterσ2 in the model Zi,n =σn−βXi+Yi, i = 1, . . ...
Skew-symmetric distributions and Fisher information -- a tale of two densities
singular Fisher information skew-normal distributions skew-symmetric distributions skewing function symmetric kernel
2012/9/18
Skew-symmetric densities recently received much attention in the literature, giving rise to in-creasingly general families of univariate and multivariate skewed densities. Most of those families,howev...
Fisher information matrix for three-parameter exponentiated-Weibull distribution under type II censoring
Fisher information three-parameter exponentiated Weibull distribution under type II censoring
2011/3/18
This paper considers the three-parameter exponentiated Weibull family under type II censoring. It first graphically illustrates the shape property of the hazard function. Then, it proposes a simple al...