Positivity of the best unbiased L-estimator of the scale parameter with complete or selected order statistics from location-scale distribution

被引：4

作者：

Bai, ZD ^{[1
]}

Sarkar, SK ^{[1
]}

Wang, WJ ^{[1
]}

机构：

[1] TEMPLE UNIV,DEPT STAT,PHILADELPHIA,PA 19122

来源：

STATISTICS & PROBABILITY LETTERS | 1997年 / 32卷 / 02期

关键词：

asymtotically best unbiased L-estimator; TP2; densities; spacings; negative correlation;

D O I：

10.1016/S0167-7152(96)00071-5

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The positivity of the best linear unbiased estimator of the scale parameter of a location-scale family of distributions in terms of complete or selected set of order statistics has only been conjectured in the literature based solely on empirical evidence. This paper offers an analytical proof of this conjecture for distributions whose densities are log-concave.

引用

页码：181 / 188

页数：8

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