D-optimal joint best linear unbiased prediction of order statistics. Joint BLUP

DOI10.1007/s00184-021-00835-0OpenAlexW3184241407MaRDI QIDQ2075034

Ritwik Bhattacharya, Narayanaswamy Balakrishnan

Publication date: 11 February 2022

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.11836

zbMATH Keywords

order statisticsLagrangian methodvariance-covariance matrixbest linear unbiased predictor (BLUP)scale family of distributionsbest linear unbiased estimate (BLUE)location-scale family of distributiontype-II right censored samples

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

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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