Comparison of likelihood-based predictors of future Pareto and Lomax record values in terms of Pitman closeness

DOI10.1080/03610926.2021.1941112MaRDI QIDQ6103270

Udo Kamps, Grigoriy Volovskiy

Publication date: 26 June 2023

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

zbMATH Keywords

Lomax distributionPareto distributionupper record valuesPitman closenessmaximum likelihood predictorpoint predictionmaximum observed likelihood predictor

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Bayesian estimation and prediction for some life distributions based on record values
• Maximum likelihood prediction
• A concept of generalized order statistics
• Maximum product of spacings prediction of future record values
• Maximum observed likelihood prediction of future record values
• Bayesian prediction of order statistics with fixed and random sample sizes based onk-record values from Pareto distribution
• Closure and Monotonicity Properties of Nonhomogeneous Poisson Processes and Record Values
• Statistical inference based on record data from Pareto model
• ON RECORD VALUES OF THE POWER LOMAX DISTRIBUTION
• Linear Estimators and Predictors Based on Generalized Order Statistics from Generalized Pareto Distributions
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Comparison of likelihood-based predictors of future Pareto and Lomax record values in terms of Pitman closeness