Moment estimation for multivariate extreme value distribution (Q1891682)
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scientific article; zbMATH DE number 763883
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment estimation for multivariate extreme value distribution |
scientific article; zbMATH DE number 763883 |
Statements
Moment estimation for multivariate extreme value distribution (English)
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31 July 1995
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asymptotic efficiency
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maximum likelihood estimation
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method of moments
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multivariate extreme value distributions
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asymptotic covariance matrix
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stepwise estimators
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dependence
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generalized variance of moment estimators
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