Predicting future failures in generalized order statistics and related models

Statistics, vol. 58, pp. 918–942

Abstract

Quantile regression predictions are considered for generalized order statistics which extend results previously established for record values and order statistics. In order to derive the results, some (univariate and bivariate) distortion representations of generalized order statistics are established. In particular, prediction of the sth generalized order statistic (Formula presented.) based on F given a single (generalized) order statistic (Formula presented.) with r

Authors 3

1. Francesco Buono Aachen Institute of Statistics

   RWTH Aachen University

   Affiliation as printed

   Institute of Statistics, RWTH Aachen University, Aachen, Germany

2. Erhard Cramer corresponding Aachen Institute of Statistics

   RWTH Aachen University

   Affiliation as printed

   Institute of Statistics, RWTH Aachen University, Aachen, Germany

3. Jorge Navarro

   Universidad de Murcia

   Affiliation as printed

   Facultad de Matemáticas, Universidad de Murcia, Murcia, Spain