On the use of the directional derivative in obtaining multivariate extreme values

DOI10.1016/0167-7152(85)90010-0zbMath0568.62052OpenAlexW2094607572MaRDI QIDQ1060514

Alvin D. Wiggins

Publication date: 1985

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(85)90010-0

zbMATH Keywords

maximum likelihood estimationdirectional derivativemultivariate extreme valuesmatrix derivativemultivariate normal densitiesderivative of the likelihood functionfinite dimensional vector spaces

Mathematics Subject Classification ID

Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Matrix equations and identities (15A24) Basic linear algebra (15A99) Optimality conditions for free problems in two or more independent variables (49K10)

Cites Work

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• Extrema of quadratic forms with applications to statistics
• Symbolic Matrix Derivatives
• The Distance to the Origin of a Certain Point Set in E n

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