Order Statistics and Inference: Estimation Methods
Order Statistics and Inference: Estimation Methods.
N. Balakrishnan and A. Clifford Cohen. San Diego: Academic Press, 1991. xix + 377 pp. $79.95.
Order statistics has been a very active area of research during the past 50 years. In the area of estimation theory, order statistics are particularly useful in censored and truncated samples. They also play a fundamental role in nonparametrics. L statistics or L estimators provide the genesis of robust estimation procedures. Order statistics are also intimately connected with Hoeffding's (1948) U statistics and thus are adaptable to a very wide range of estimation problems. In this book, Balakrishnan and Cohen cover estimation methods based on order statistics. The introductory material and the basic distribution theory are covered in the first two chapters, and the moment and related recurrence relations are presented in the third chapter. The rest of the book is devoted primarily to estimation problems based on order statistics; the concluding chapter deals with a simple completion technique for censored samples....