Some efficiency properties of best linear unbiased estimators

Abstract

In this paper, we show that the best linear unbiased estimators of the location and scale parameters of a location-scale parameter distribution based on a general Type-II censored sample are in fact trace-efficient linear unbiased estimators as well as determinant-efficient linear unbiased estimators. More generally, we show that the best linear unbiased estimators possess complete covariance matrix dominance in the class of all linear unbiased estimators of the location and scale parameters.