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Asymptotic linear prediction of extreme order statistics

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Summary

We consider the problem of predicting thesth order statistic using the lowestr order statistics from a large sample of sizen under the assumption that the sample minimum, appropriately normalized, has a non-degenerate limit distribution asn→∞. Assumingr, s fixed andn→∞ we obtain asymptotically best linear unbiased as well as asymptotically best linear invariant predictors of thesth order statistic.

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Authors and Affiliations

  1. The Ohio State University, Columbus, USA

    H. N. Nagaraja

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  1. H. N. Nagaraja
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Nagaraja, H.N. Asymptotic linear prediction of extreme order statistics. Ann Inst Stat Math 36, 289–299 (1984). https://doi.org/10.1007/BF02481971

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  • DOI: https://doi.org/10.1007/BF02481971

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