Improved estimation of extreme quantiles in the multivariate Lomax (Pareto II) distribution (Q1882384)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved estimation of extreme quantiles in the multivariate Lomax (Pareto II) distribution |
scientific article |
Statements
Improved estimation of extreme quantiles in the multivariate Lomax (Pareto II) distribution (English)
0 references
1 October 2004
0 references
Stein technique
0 references
estimation of scale parameters
0 references
quantile estimation
0 references
Pareto distribution
0 references
