Author(s)

N. Sanjari Farsipour

Department of Statistics, College of Mathematical Sciences, Alzahra University, Tehran, Iran.

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.

Best Affine Equivariant Estimator, Quantile Estimation, Lomax (Pareto II) Distributions, Linex Loss Function

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.