Multivariate extreme value distribution and its Fisher information matrix

DOI10.1007/BF02007180zbMath0843.62062OpenAlexW2006623669MaRDI QIDQ1913907

Daoji Shi

Publication date: 2 June 1996

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02007180

zbMATH Keywords

characteristic functionlogistic modeldensity functionFisher information matrixGumbel distributionrecurrence formulamultivariate extreme value distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15)

Related Items (3)

Moment estimation for multivariate extreme value distribution ⋮ Sums of totally positive functions of order 2 and applications ⋮ Simulation of certain multivariate generalized Pareto distributions

Cites Work

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• Extremes and related properties of random sequences and processes
• Statistics of Multivariate Extremes
• Modelling multivariate extreme value distributions
• Approximation Theorems of Mathematical Statistics
• Bivariate extreme value theory: Models and estimation

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