Uniqueness and global optimality of the maximum likelihood estimator for the generalized extreme value distribution

DOI10.1093/BIOMET/ASAB043OpenAlexW3193663821MaRDI QIDQ5102510

Benjamin A. Shaby, Likun Zhang

Publication date: 8 September 2022

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.06400

zbMATH Keywords

law of large numbersconvergence ratesupportprofile likelihoodglobal maximumblock maximum

Mathematics Subject Classification ID

Statistics (62-XX)

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