Linear Estimators and Predictors Based on Generalized Order Statistics from Generalized Pareto Distributions

DOI10.1080/03610920902746630zbMath1185.62100OpenAlexW2049382921MaRDI QIDQ5190605

Marco Burkschat

Publication date: 18 March 2010

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920902746630

zbMATH Keywords

exponential distributionuniform distributionBLUPbest linear unbiased estimatorBLUEPareto distributionbest linear unbiased predictornon-negativity of BLUElocation and scale parametersBLIEbest linear invariant predictorbest linear invariant estimatorBLEE

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Order statistics; empirical distribution functions (62G30) Estimation in survival analysis and censored data (62N02)

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