FISHER INFORMATION FOR A BIVARIATE EXTREME VALUE DISTRIBUTION

被引：25

作者：

OAKES, D

MANATUNGA, AK

机构：

[1] UNIV ROCHESTER,DIV BIOSTAT,ROCHESTER,NY 14627

[2] INDIANA UNIV,DEPT MED,DIV BIOSTAT,INDIANAPOLIS,IN 46202

来源：

BIOMETRIKA | 1992年 / 79卷 / 04期

关键词：

FRAILTY MODEL; GUMBEL TYPE-II; STABLE DISTRIBUTION; SURVIVAL ANALYSIS;

D O I：

10.2307/2337238

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

A representation of Lee (1979) is used to give an explicit algebraic formula for the 5 x 5-dimensional Fisher information matrix for Gumbel's (1960) bivariate Type II distribution of extreme values with Weibull marginals. Numerical evaluations show that our parameterization makes the dependence parameter almost exactly orthogonal to the two marginal scale parameters.

引用

页码：827 / 832

页数：6

共 12 条

[1]

Abramowitz M., 1965, HDB MATH FUNCTIONS

[2] SOME ANALYTICAL PROPERTIES OF BIVARIATE EXTREMAL DISTRIBUTIONS [J].