In a sequence of multivariate random variables, when the experimenter is interested in ordering one of the variables, the corresponding ordered random variables are referred to as concomitants. In this paper, the distribution properties of the bivariate concomitants of record values and order statistics are first studied. Then, by considering the trivariate pseudo exponential family, the amount of Fisher information contained in these random variables is investigated.
Jalambadanis S, Razmkhah M. Fisher Information in Bivariate Concomitants of Record Values and Order Statistics in Pseudo Exponential Model. JSS 2013; 6 (2) :167-186 URL: http://jss.irstat.ir/article-1-201-en.html