Balakrishnan, N. ; Rao, C. R. (2003) Some efficiency properties of best linear unbiased estimators Journal of Statistical Planning and Inference, 113 (2). pp. 551-555. ISSN 0378-3758
Full text not available from this repository.
Official URL: http://www.sciencedirect.com/science/article/pii/S...
Related URL: http://dx.doi.org/10.1016/S0378-3758(02)00107-6
Abstract
In this paper, we show that the best linear unbiased estimators of the location and scale parameters of a location-scale parameter distribution based on a general Type-II censored sample are in fact trace-efficient linear unbiased estimators as well as determinant-efficient linear unbiased estimators. More generally, we show that the best linear unbiased estimators possess complete covariance matrix dominance in the class of all linear unbiased estimators of the location and scale parameters.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Order Statistics; Type-II Censored Sample; Best Linear Unbiased Estimators; Trace-Efficient Estimators; Determinant-Efficient Estimators; Complete Covariance Matrix Dominance |
| ID Code: | 53369 |
| Deposited On: | 08 Aug 2011 12:25 |
| Last Modified: | 08 Aug 2011 12:25 |
Repository Staff Only: item control page
