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  • Search: subject:"Maximum observed likelihood predictor"
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Cumulative hazard rate 1 Exponential distribution 1 Maximum observed likelihood predictor 1 Pareto distribution 1 Point prediction 1 Spacings 1 Upper record values 1
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English 1
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Kamps, Udo 1 Volovskiy, Grigoriy 1
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Metrika 1
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EconStor 1
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Maximum product of spacings prediction of future record values
Volovskiy, Grigoriy; Kamps, Udo - In: Metrika 83 (2020) 7, pp. 853-868
A spacings-based prediction method for future upper record values is proposed as an alternative to maximum likelihood prediction. For an underlying family of distributions with continuous cumulative distribution functions, the general form of the predictor as a function of the estimator of the...
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