Asymptotic linear prediction of extreme order statistics (Q802246)

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Asymptotic linear prediction of extreme order statistics
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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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