Best Linear Unbiased Prediction of Order Statistics in Location and Scale Families

DOI10.2307/2285390zbMATH Open0324.62033OpenAlexW4239846612MaRDI QIDQ4088129FDOQ4088129

Authors: Kenneth S. Kaminsky, Paul I. Nelson 

Publication date: 1975

Full work available at URL: https://doi.org/10.2307/2285390

Mathematics Subject Classification ID

Linear inference, regression (62J99) Parametric inference (62F99) Inference from stochastic processes and prediction (62M20)

Cited In (24)

• Simple and Accurate Approximations for Computing Covariance Matrices of Gamma and Weibull Order Statistics
• Linear prediction of sums of sequential minima
• SHRINKAGE PREDICTION IN THE EXPONENTIAL DISTRIBUTION WITH A PRIOR INTERVAL FOR THE SCALE PARAMETER
• A note on optimal joint prediction of order statistics
• Two characterizations based on order statistics and records
• Prediction of the exponential fractional upper record-values
• Simultaneous best linear invariant prediction of future order statistics for location-scale and scale families and associated optimality properties
• Optimal random sample size based on Bayesian prediction of exponential lifetime and application to real data
• Prediction intervals for an ordered observation from the logistic distribution based on censored samples
• Maximum likelihood prediction
• Bayesian approach to prediction and the spacings in the exponential distribution
• Detection of outliers in the exponential distribution based on prediction
• Reconstructing past fractional record values
• A note on optimal vector unbiased predictor
• On simultaneous best linear unbiased prediction of future order statistics and associated properties
• Asymptotic linear prediction of extreme order statistics
• Inferences for generalized exponential distribution based on record statistics
• On optimal joint prediction of order statistics
• Bayesian estimation and prediction with multiply type-II censored samples of sequential order statistics from one- and two-parameter exponential distributions
• D-optimal joint best linear unbiased prediction of order statistics. Joint BLUP
• Pitman comparisons of predictors of censored observations from progressively censored samples for exponential distribution
• On some predictors of times to failure of censored items in progressively censored samples
• Modified maximum likelihood predictors of future order statistics from normal samples
• Comparisons among some predictors of exponential distributions using Pitman closeness

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