Fisher information for a multivariate extreme value distribution (Q4851514)
From MaRDI portal
scientific article; zbMATH DE number 804240
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fisher information for a multivariate extreme value distribution |
scientific article; zbMATH DE number 804240 |
Statements
Fisher information for a multivariate extreme value distribution (English)
0 references
4 February 1996
0 references
Gumbel distribution
0 references
maximum likelihood
0 references
Fisher information matrix
0 references
multivariate extreme value distribution
0 references
generalised extreme value margins
0 references
logistic dependence structure
0 references
