Asymptotic linear prediction of extreme order statistics

DOI10.1007/BF02481971zbMath0553.62049OpenAlexW2077552688MaRDI QIDQ802246

H. N. Nagaraja

Publication date: 1984

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02481971

zbMATH Keywords

best linear unbiased predictorasymptotic linear prediction of extreme order statisticsasymptotically best linear invariant predictorsextreme-value distributions

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30)

Related Items (18)

Prediction of the exponential fractional upper record-values ⋮ Two characterizations based on order statistics and records ⋮ ON BAYES PREDICTION OF FUTURE MEDIAN ⋮ On the moments of record values ⋮ Reconstructing past fractional record values ⋮ Two-sample nonparametric prediction intervals based on random number of generalized order statistics ⋮ Estimating percentage points by simulation ⋮ Interval estimation of location and scale parameters based on record values ⋮ Linear prediction of sums of sequential minima ⋮ Asymptotic predictive inference of negative lower tail index distributions ⋮ On Bayesian interval prediction of future records ⋮ Bayesian inference using record values from Rayleigh model with application ⋮ Record-breaking data: a parametric comparison of the inverse-sampling and the random-sampling schemes ⋮ Nonparametric Prediction Intervals for Future Order Statistics in a Proportional Hazard Model ⋮ Linear Estimators and Predictors Based on Generalized Order Statistics from Generalized Pareto Distributions ⋮ Prediction intervals for future records and order statistics coming from two parameter exponential distribution ⋮ On the normal record values and associated inference ⋮ Prediction Intervals for Future Order Statistics from a Generalized Modified Weibull

Cites Work

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• Best Linear Unbiased Prediction of Order Statistics in Location and Scale Families
• Representations and limit theorems for extreme value distributions
• Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
• Prediction and the efficiency of least squares

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