Positivity of the best unbiased L-estima
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Zhidong Bai; Sanat K. Sarkar; Wenjin Wang
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Article
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1997
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Elsevier Science
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English
β 478 KB
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 th