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Prediction of k-records from a general class of distributions under balanced type loss functions

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Author Info

  • Jafar Ahmadi

    ()

  • Mohammad Jafari Jozani

    ()

  • Éric Marchand

    ()

  • Ahmad Parsian

    ()

Abstract

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File URL: http://hdl.handle.net/10.1007/s00184-008-0176-5
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Bibliographic Info

Article provided by Springer in its journal Metrika.

Volume (Year): 70 (2009)
Issue (Month): 1 (June)
Pages: 19-33

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Handle: RePEc:spr:metrik:v:70:y:2009:i:1:p:19-33

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Web page: http://www.springerlink.com/link.asp?id=102509

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Related research

Keywords: Absolute value error loss; Balanced loss function; Bayes prediction; Conditional median prediction; Maximum likelihood prediction; LINEX loss; Record values;

References

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  1. Jafar Ahmadi & M. Doostparast, 2006. "Bayesian estimation and prediction for some life distributions based on record values," Statistical Papers, Springer, vol. 47(3), pages 373-392, June.
  2. Klimczak, Monika, 2006. "Prediction of kth records," Statistics & Probability Letters, Elsevier, vol. 76(2), pages 117-127, January.
  3. Danielak, Katarzyna & Raqab, Mohammad Z., 2004. "Sharp bounds on expectations of kth record spacings from restricted families," Statistics & Probability Letters, Elsevier, vol. 69(2), pages 175-187, August.
  4. Zellner, A., 1992. "Bayesian and Non-Bayesian Estimation using Balanced Loss Functions," Papers 92-20, California Irvine - School of Social Sciences.
  5. Jafari Jozani, Mohammad & Marchand, Éric & Parsian, Ahmad, 2006. "On estimation with weighted balanced-type loss function," Statistics & Probability Letters, Elsevier, vol. 76(8), pages 773-780, April.
  6. Klimczak, Monika & Rychlik, Tomasz, 2004. "Maximum variance of Kth records," Statistics & Probability Letters, Elsevier, vol. 69(4), pages 421-430, October.
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Cited by:
  1. Elham Basiri & Jafar Ahmadi, 2013. "Nonparametric prediction intervals for progressive Type-II censored order statistics based on $$k$$ k -records," Computational Statistics, Springer, vol. 28(6), pages 2825-2848, December.
  2. Ahmadi, Jafar & MirMostafaee, S.M.T.K. & Balakrishnan, N., 2010. "Nonparametric prediction intervals for future record intervals based on order statistics," Statistics & Probability Letters, Elsevier, vol. 80(21-22), pages 1663-1672, November.

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