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