Linearity of best predictors for non-adjacent record values

MaRDI QIDQ2736882zbMATH OpenFDO

Authors M. Ahsanullah, Jacek Wesołowski

Publication date 11 September 2001

Published in Sankhyā. Series B. Methodological (Search for Journal in Brave)

zbMATH Keywords

Pareto distributionlinear predictioncharacterizationsconditional expectationexponential distributionrecord valuesbest unbiased predictorlinearity of regressionpower function distribution

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Characterization and structure theory of statistical distributions (62E10) Order statistics; empirical distribution functions (62G30)

Recommendations

• Linearity of regression for non-adjacent record values
• Linear Prediction of Weak Records: The Discrete Case
• Linear regression for non-adjacent weak records
• scientific article; zbMATH DE number 716309
• scientific article; zbMATH DE number 4009531

Cited in

(7)

• On the characterization of generalized extreme value, power function, generalized Pareto and classical Pareto distributions by conditional expectation of record values
• Best linear unbiased and invariant reconstructors for the past records
• Some characterization results based on the conditional expectation of function of non-adjacent order statistic (record value)
• Characterization of distributions by conditional expectation of record values
• Linearity of regression for non-adjacent record values
• On the problem of the unique characterization of discrete distributions by single regression of weak records
• Characterizations via regression of generalized order statistics

This page was built for publication: Linearity of best predictors for non-adjacent record values

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2736882)