Best Equivariant Estimator of Extreme Quantiles in the Multivariate Lomax Distribution

• 作者: N. Sanjari Farsipour
• 来源期刊: 统计学期刊(英文)
• 学科: 数学
• 关键词: Best AFFINE EQUIVARIANT ESTIMATOR QUANTILE Estimation Lomax (Pareto II) DISTRIBUTIONS Linex Loss Function
• 年，卷（期）: 2015,（4）
• 页码范围: 350-354
• 页数: 5页
• 分类号: O21

摘要

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.