Concomitants and linear estimators in an i-dimensional extremal model

Autores: M. Ivette Gomes
Localización: Trabajos de estadística e investigación operativa, ISSN 0041-0241, Vol. 36, Nº. 1, 1985, págs. 129-140
Idioma: inglés
DOI: 10.1007/bf02888659
Títulos paralelos:
- Estimadores lineales y concomitantes en un modelo extremal i-dimensional
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Resumen
- We consider here a multivariate sample Xj = (X1.j > ... > Xi.j), 1 = j = n, where the Xj, 1 = j = n, are independent i-dimensional extremal vectors with suitable unknown location and scale parameters ? and d respectively. Being interested in linear estimation of these parameters, we consider the multivariate sample Zj, 1 = j = n, of the order statistic of largest values and their concomitants, and the best linear unbiased estimators of ? and d based on such multivariate sample. Computational problems associated to the evaluation of µi(n) and Si(n), the mean value and the covariance matrix of standardized Zj, 1 = j = n, are also discussed.