Generalized order statistics: An exponential family in model parameters

S. Bedbur; E.A. Beutner; U. Kamps

doi:10.1080/02331888.2010.498046

Generalized order statistics: An exponential family in model parameters

S. Bedbur^*, E.A. Beutner, U. Kamps

^*Corresponding author for this work

Quantitative Economics

Research output: Contribution to journal › Article › Academic › peer-review

Abstract

Generalized order statistics, and thus sequential order statistics with conditional proportional hazard rates, are shown to form a regular exponential family in the model parameters. This structure is utilized to derive maximum likelihood estimators for these parameters or functions of them along with several properties of the estimators. The Fisher information matrix is stated, and asymptotic efficiency is shown.

Original language	English
Pages (from-to)	159-166
Number of pages	8
Journal	Statistics
Volume	46
Issue number	2
DOIs	https://doi.org/10.1080/02331888.2010.498046
Publication status	Published - 1 Jan 2012

Keywords

sequential order statistics
conditional proportional hazard rates
sequential k-out-of-n system
regular exponential family
maximum likelihood estimation
uniformly minimum variance unbiased estimation
Fisher information matrix
asymptotic efficiency
OF-N SYSTEMS
DISTRIBUTIONS
INFERENCE

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10.1080/02331888.2010.498046

Cite this

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abstract = "Generalized order statistics, and thus sequential order statistics with conditional proportional hazard rates, are shown to form a regular exponential family in the model parameters. This structure is utilized to derive maximum likelihood estimators for these parameters or functions of them along with several properties of the estimators. The Fisher information matrix is stated, and asymptotic efficiency is shown.",

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AU - Kamps, U.

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KW - sequential order statistics

KW - conditional proportional hazard rates

KW - sequential k-out-of-n system

KW - regular exponential family

KW - maximum likelihood estimation

KW - uniformly minimum variance unbiased estimation

KW - Fisher information matrix

KW - asymptotic efficiency

KW - OF-N SYSTEMS

KW - DISTRIBUTIONS

KW - INFERENCE

U2 - 10.1080/02331888.2010.498046

DO - 10.1080/02331888.2010.498046

M3 - Article

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VL - 46

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EP - 166

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JF - Statistics

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