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

DOI10.1007/S001840300293zbMath1049.62023OpenAlexW1970011669MaRDI QIDQ1882384

Stavros Kourouklis, Constantinos Petropoulos

Publication date: 1 October 2004

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001840300293

zbMATH Keywords

quantile estimationPareto distributionStein techniqueestimation of scale parameters

Mathematics Subject Classification ID

Point estimation (62F10) Admissibility in statistical decision theory (62C15)

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An extended Lomax distribution

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