Simultaneous best linear invariant prediction of future order statistics for location-scale and scale families and associated optimality properties

In this article, we first derive an explicit expression for the marginal best linear invariant predictor (BLIP) of unobserved future order statistic based on a set early observed ordered statistics. We then joint BLIPs two statistics and prove that predictors are trace-efficient as well determinant-efficient predictors. More generally, shown to possess complete mean squared predictive error matrix dominance property in class all Finally, these results extended case simultaneous any ℓ Both scale location-scale families distributions considered parent distribution development results.