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

DOI10.1016/0167-9473(89)90026-1zbMath0726.62031OpenAlexW1994041333WikidataQ127909460 ScholiaQ127909460MaRDI QIDQ804127

M. Ivette Gomes

Publication date: 1989

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(89)90026-1

zbMATH Keywords

likelihood ratio testmaximum likelihood estimatesGumbel type statisticsmultivariate generalized extreme value models

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

Related Items (4)

Extreme Value Theory and Statistics of Univariate Extremes: A Review ⋮ An interview with Ivette Gomes ⋮ On Tests for Distinguishing Distribution Tails ⋮ Review of testing issues in extremes: in honor of Professor Laurens de Haan

Cites Work

• Unnamed Item
• Statistical inference using extreme order statistics
• Maximum likeiihood estimation of the parameters of the three-parameter generalized extreme-value distribution from censored samples
• Estimation of Parameters and Larger Quantiles Based on the k Largest Observations

This page was built for publication: Generalized Gumbel and likelihood ratio test statistics in the multivariate GEV model