Improved estimation of extreme quantiles in the multivariate Lomax (Pareto II) distribution
Year of publication: |
2004
|
---|---|
Authors: | Petropoulos, Constantinos ; Kourouklis, Stavros |
Published in: |
Metrika. - Springer. - Vol. 60.2004, 1, p. 15-24
|
Publisher: |
Springer |
Subject: | Decision theory | Stein technique for the estimation of a scale parameter | Quantile estimation | Lomax (Pareto II) distributions |
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