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Generalized Gumbel and likelihood ratio test statistics in the multivariate GEV model - MaRDI portal

Generalized Gumbel and likelihood ratio test statistics in the multivariate GEV model (Q804127)

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scientific article; zbMATH DE number 4199273
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Generalized Gumbel and likelihood ratio test statistics in the multivariate GEV model
scientific article; zbMATH DE number 4199273

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    Generalized Gumbel and likelihood ratio test statistics in the multivariate GEV model (English)
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    1989
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    multivariate generalized extreme value models
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    Gumbel type statistics
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    likelihood ratio test
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    maximum likelihood estimates
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