Related papers: Fisher information matrix for three-parameter expo…
We prove lower bounds on the error of any estimator for the mean of a real probability distribution under the knowledge that the distribution belongs to a given set. We apply these lower bounds both to parametric and nonparametric…
The subject of tail estimation for randomly censored data from a heavy tailed distribution receives growing attention, motivated by applications for instance in actuarial statistics. The bias of the available estimators of the extreme value…
The additive hazards model specifies the effect of covariates on the hazard in an additive way, in contrast to the popular Cox model, in which it is multiplicative. As non-parametric model, it offers a very flexible way of modeling…
In reliability and life data analysis, the Weibull distribution is widely used to accommodate more data characteristics by changing the values of the parameters. We frequently observe many zeros or close to zero data points in reliability…
Recently, Lee and Cha (2015, `On two generalized classes of discrete bivariate distributions', {\it American Statistician}, 221 - 230) proposed two general classes of discrete bivariate distributions. They have discussed some general…
Continuous-time multi-state survival models can be used to describe health-related processes over time. In the presence of interval-censored times for transitions between the living states, the likelihood is constructed using transition…
We propose the generalised Fisher information or the one-parameter extended class of the Fisher information for the case of one random variable. This new form of the Fisher information is obtained from the intriguing connection between the…
We investigate behavior of the Fisher information matrix of general stable distributions. DuMouchel (1975, 1983) proved that the Fisher information of characteristic exponent \alpha diverges to infinity as \alpha approaches 2. Nagaev and…
In this paper we propose a Monte Carlo maximum likelihood estimation strategy for discretely observed Wright-Fisher diffusions. Our approach provides an unbiased estimator of the likelihood function and is based on exact simulation…
Modeling is a challenging topic and using parametric models is an important stage to reach flexible function for modeling. Weibull distribution has two parameters which are shape $\alpha$ and scale $\beta$. In this study, bimodality…
In this paper, we propose two variable selection methods for adjusting the censoring information for survival times, such as the restricted mean survival time. To adjust for the influence of censoring, we consider an inverse survival…
In this paper, we review Fisher information matrices properties in weighted version and discuss inequalities/bounds on it by using reduced weight functions. In particular, an extended form of the Fisher information inequality previously…
Mixture-of-Experts models are commonly used when there exist distinct clusters with different relationships between the independent and dependent variables. Fitting such models for large datasets, however, is computationally virtually…
This paper presents some results on the maximum likelihood (ML) estimation from incomplete data. Finite sample properties of conditional observed information matrices are established. They possess positive definiteness and the same Loewner…
As the maximum likelihood method is the most commonly used method for parameters estimation being unbiased, consistent, efficient, and asymptotically normal, MLE is used to fit the new distribution (MBUW). But in small to moderate sample…
This paper provides a systematic approach to semiparametric identification that is based on statistical information as a measure of its "quality". Identification can be regular or irregular, depending on whether the Fisher information for…
In this article, the estimation of reliability of a system is discussed $p(y<x)$ when strength, $X$, and stress, $Y$, are two independent exponential distribution with different scale parameters when the available data are type II Censored…
We present a conformal inference method for constructing lower prediction bounds for survival times from right-censored data, extending recent approaches designed for more restrictive type-I censoring scenarios. The proposed method imputes…
Maximum likelihood estimates and corresponding confidence regions of the estimates are commonly used in statistical inference. In practice, people often construct approximate confidence regions with the Fisher information at given sample…
Mimicking the maximum likelihood estimator, we construct first order Cramer-Rao efficient and explicitly computable estimators for the scale parameter $\sigma^2$ in the model $Z_{i,n}=\sigma n^{-\beta}X_i+Y_i,i=1,\ldots,n,\beta>0$ with…