Positivity of the best unbiased L-estimator of the scale parameter with complete or selected order statistics from location-scale distribution
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.
Year of publication: |
1997
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Authors: | Bai, Zhidong ; Sarkar, Sanat K. ; Wang, Wenjin |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 32.1997, 2, p. 181-188
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Publisher: |
Elsevier |
Keywords: | Asymtotically best unbiased L-estimator TP2 densities Spacings Negative correlation |
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