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Varian, H.R. (1975) A Bayesian Approach to Real Estat Assessment. In: Fienberg, S.E. and Zellner, A., Eds., Studies in Bayesian Econometric and Statistics: In Honor of Leonard J. Savage, North Holland, Amesterdam, 195-208.

has been cited by the following article:

• TITLE: Best Equivariant Estimator of Extreme Quantiles in the Multivariate Lomax Distribution

  AUTHORS: N. Sanjari Farsipour

  KEYWORDS: Best Affine Equivariant Estimator, Quantile Estimation, Lomax (Pareto II) Distributions, Linex Loss Function

  JOURNAL NAME: Open Journal of Statistics, Vol.5 No.4, June 30, 2015

  ABSTRACT: The minimum risk equivariant estimator of a quantile of the common marginal distribution in a multivariate Lomax distribution with unknown location and scale parameters under Linex loss function is considered.