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 OJS  Vol.5 No.4 , June 2015
Best Equivariant Estimator of Extreme Quantiles in the Multivariate Lomax Distribution
Abstract: The minimum risk equivariant estimator of a quantile of the common marginal distribution in a multivariate Lomax distribution with unknown location and scale parameters under Linex loss function is considered.
Cite this paper: Sanjari Farsipour, N. (2015) Best Equivariant Estimator of Extreme Quantiles in the Multivariate Lomax Distribution. Open Journal of Statistics, 5, 350-354. doi: 10.4236/ojs.2015.54036.
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