Best Equivariant Estimator of Extreme Quantiles in the Multivariate Lomax Distribution

N. Sanjari Farsipour

doi:10.4236/ojs.2015.54036

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Open Journal of Statistics > Vol.5 No.4, June 2015

Best Equivariant Estimator of Extreme Quantiles in the Multivariate Lomax Distribution ()

N. Sanjari Farsipour

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

DOI: 10.4236/ojs.2015.54036 PDF HTML XML 2,045 Downloads 2,428 Views

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.

Keywords

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

Share and Cite:

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.

Conflicts of Interest

The authors declare no conflicts of interest.

References

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