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

Zhidong Bai, Sanat K. Sarkar and Wenjin Wang

Statistics & Probability Letters, 1997, vol. 32, issue 2, 181-188

Abstract: 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.

Keywords: Asymtotically; best; unbiased; L-estimator; TP2; densities; Spacings; Negative; correlation (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (3)

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