On simultaneous best linear unbiased prediction of future order statistics and associated properties

DOI10.1016/j.jmva.2021.104854zbMath1493.62250arXiv2109.14859OpenAlexW3207278994MaRDI QIDQ2062797

Ritwik Bhattacharya, Narayanaswamy Balakrishnan

Publication date: 3 January 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.14859

zbMATH Keywords

order statisticsbest linear unbiased estimatorbest linear unbiased predictorcomplete mean squared predictive error matrix dominancedeterminant-efficient predictormean squared predictive errortrace-efficient predictor

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Reliability, testing and fault tolerance of networks and computer systems (68M15)

Related Items (2)

Simultaneous best linear invariant prediction of future order statistics for location-scale and scale families and associated optimality properties ⋮ On optimal joint prediction of order statistics

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• Best Linear Unbiased Prediction in the Generalized Linear Regression Model
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