Best unbiased prediction of order statistics in stable distributions

DOI10.1080/03610918.2017.1348515OpenAlexW2730335318MaRDI QIDQ5085034

Adel Mochammadpour, Mohammad Mohammadi, Isaac Almasi

Publication date: 29 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2017.1348515

zbMATH Keywords

predictionorder statisticsEM algorithmstable distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Order statistics; empirical distribution functions (62G30)

Related Items (1)

Linear prediction of sums of sequential minima

Uses Software

• STABLE

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Point prediction of future order statistics from an exponential distribution
• The future occurrence of records
• Time series: theory and methods.
• Estimating the parameters of an \({\alpha}\)-stable distribution using the existence of moments of order statistics
• Numerical calculation of stable densities and distribution functions
• Reconstruction of the past failure times for the proportional reversed hazard rate model
• Bayesian reconstruction of the missing failure times in exponential distribution
• Best linear unbiased interpolation of order statistics

This page was built for publication: Best unbiased prediction of order statistics in stable distributions