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

DOI10.1080/02331888.2022.2144858OpenAlexW3217342060MaRDI QIDQ5058316

Ritwik Bhattacharya, Narayanaswamy Balakrishnan

Publication date: 20 December 2022

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2111.12962

zbMATH Keywords

best linear unbiased predictorbest linear invariant predictorcomplete mean squared predictive error matrix dominancedeterminant-efficient predictortrace-efficient predictor

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

On optimal joint prediction of order statistics

Cites Work

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• Best Linear Unbiased Prediction in the Generalized Linear Regression Model
• Optimum Estimators for Linear Functions of Location and Scale Parameters

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