Best Equivariant Estimator of Extreme Quantiles in the Multivariate Lomax Distribution

Best Equivariant Estimator of Extreme Quantiles in the Multivariate Lomax Distribution

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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. 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.

作者 N. Sanjari Farsipour

机构地区 Department of Statistics

出处《Open Journal of Statistics》 2015年第4期350-354,共5页 统计学期刊（英文）

关键词 Best AFFINE EQUIVARIANT ESTIMATOR QUANTILE Estimation Lomax (Pareto II) Distributions Linex Loss Function Best Affine Equivariant Estimator Quantile Estimation Lomax (Pareto II) Distributions Linex Loss Function

分类号 O21 [理学—概率论与数理统计]

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Open Journal of Statistics

2015年第4期

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Best Equivariant Estimator of Extreme Quantiles in the Multivariate Lomax Distribution

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