Concomitants and linear estimators in an i-dimensional extremal model.

Título inglés	Concomitants and linear estimators in an i-dimensional extremal model.
Título español	Estimadores lineales y concomitantes en un modelo extremal i-dimensional.
Autor/es	Gomes, M. Ivette
Organización	Dep. Estad. Cent. Estad. Apl. Univ. Lisboa, Lisboa, Portugal
Revista	0041-0241
Publicación	1985, 36 (1): 129-140, 10 Ref.
Tipo de documento	articulo
Idioma	Inglés
Resumen inglés	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 λ and δ 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 λ and δ based on such multivariate sample. Computational problems associated to the evaluation of μi(n) and Σi(n), the mean value and the covariance matrix of standardized Zj, 1 ≤ j ≤ n, are also discussed.
Clasificación UNESCO	120908
Palabras clave español	Estimadores insesgados ; Inferencia estadística ; Linealidad ; Modelos estadísticos
Código MathReviews	MR0830150
Código Z-Math	Zbl 0731.62108
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