Moment estimation for multivariate extreme value distribution in a nested logistic model

DOI10.1023/A:1003854023902zbMath0941.62068MaRDI QIDQ1807957

Daoji Shi, Shengsheng Zhou

Publication date: 10 August 2000

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimationGumbel distributionmoment estimationmultivariate extreme value distributions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

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