TITLE:
Best Equivariant Estimator of Extreme Quantiles in the Multivariate Lomax Distribution
AUTHORS:
N. Sanjari Farsipour
KEYWORDS:
Best Affine Equivariant Estimator, Quantile Estimation, Lomax (Pareto II) Distributions, Linex Loss Function
JOURNAL NAME:
Open Journal of Statistics,
Vol.5 No.4,
June
30,
2015
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.