Improved estimation of extreme quantiles in the multivariate Lomax (Pareto II) distribution (Q1882384)

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scientific article; zbMATH DE number 2104784
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Improved estimation of extreme quantiles in the multivariate Lomax (Pareto II) distribution
scientific article; zbMATH DE number 2104784

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    Improved estimation of extreme quantiles in the multivariate Lomax (Pareto II) distribution (English)
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    1 October 2004
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    Stein technique
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    estimation of scale parameters
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    quantile estimation
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    Pareto distribution
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