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\iteman{io-port 06036346}
\itemau{He, Qinying; Nagaraja, H.N.}
\itemti{Fisher information in censored samples from Downton's bivariate exponential distribution.}
\itemso{J. Stat. Plann. Inference 142, No. 7, 1888-1898 (2012).}
\itemab
Summary: We develop a simple approach to finding the Fisher information matrix (FIM) for a single pair of order statistic and its concomitants, and Type II right, left, and doubly censored samples from an arbitrary bivariate distribution. We use it to determine explicit expressions for the FIM for the three parameters of {\it F. Downton}'s [J. R. Stat. Soc., Ser. B 32, 408--417 (1970; Zbl 0226.62101)] bivariate exponential distribution for single pairs and Type II censored samples. We evaluate the FIM in censored samples for finite sample sizes and determine its limiting form as the sample size increases. We discuss implications of our findings to inference and experimental design using small and large censored samples and for ranked-set samples from this distribution.
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\itemut{concomitants of order statistics; type II censored samples; ranked-set samples; asymptotic relative efficiency}
\itemli{doi:10.1016/j.jspi.2012.02.015}
\end