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.
@article{urn:eudml:doc:40765,
title = {Concomitants and linear estimators in an i-dimensional extremal model.},
journal = {Trabajos de Estad\'\i stica e Investigaci\'on Operativa},
volume = {36},
year = {1985},
pages = {129-140},
zbl = {0731.62108},
mrnumber = {MR0830150},
language = {en},
url = {http://dml.mathdoc.fr/item/urn:eudml:doc:40765}
}
Gomes, M. Ivette. Concomitants and linear estimators in an i-dimensional extremal model.. Trabajos de Estadística e Investigación Operativa, Tome 36 (1985) pp. 129-140. http://gdmltest.u-ga.fr/item/urn:eudml:doc:40765/