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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