Predicting the sample mean by extreme order statistics

DOI10.1007/BF02614083MaRDI QIDQ582769zbMATH OpenOpenAlexFDO

Authors Dinh-Tuan Pham, Tran Tat Lanh

Publication date 1989

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/176220

zbMATH Keywords

extreme order statisticsmean square errornormal modelorder statisticsprediction of the sample mean

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30)

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Cites work

• Best and simplified linear invariant prediction of order statistics in location and scale families
• scientific article; zbMATH DE number 3881695 (Why is no real title available?)
• Prediction Intervals for the Two Parameter Exponential Distribution
• Tables of Expected Values of Order Statistics and Products of Order Statistics for Samples of Size Twenty and Less from the Normal Distribution

Cited in

(5)

• A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence
• The joint distribution of the sum and maximum of dependent Pareto risks
• A new multivariate model involving geometric sums and maxima of exponentials
• The joint distribution of the sum and the maximum of IID exponential random variables
• Asymptotic linear prediction of extreme order statistics

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