Asymptotic linear prediction of extreme order statistics (Q802246)
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scientific article; zbMATH DE number 3881698
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| English | Asymptotic linear prediction of extreme order statistics |
scientific article; zbMATH DE number 3881698 |
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Asymptotic linear prediction of extreme order statistics (English)
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1984
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We consider the problem of predicting the s th order statistic using the lowest r order statistics from a large sample of size n under the assumption that the sample minimum, appropriately normalized, has a non- degenerate limit distribution as \(n\to \infty\). Assuming r, s fixed and \(n\to \infty\) we obtain asymptotically best linear unbiased as well as asymptotically best linear invariant predictors of the s th order statistic.
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asymptotic linear prediction of extreme order statistics
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extreme-value distributions
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best linear unbiased predictor
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asymptotically best linear invariant predictors
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0.8459920287132263
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0.8455442786216736
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0.7842164039611816
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