Moment estimation for multivariate extreme value distribution
type: Item
instance of: scholarly article
title: Moment estimation for multivariate extreme value distribution
zbMATH Open document ID: 0819.62047
DOI: 10.1007/BF02663895
author: Daoji Shi
published in: Applied Mathematics. Series B (English Edition)
publication date: 1995-07-31T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 763883
zbMATH Keywords: asymptotic efficiency
zbMATH Keywords: maximum likelihood estimation
zbMATH Keywords: method of moments
zbMATH Keywords: multivariate extreme value distributions
zbMATH Keywords: asymptotic covariance matrix
zbMATH Keywords: stepwise estimators
zbMATH Keywords: dependence
zbMATH Keywords: generalized variance of moment estimators
MaRDI profile type: Publication
cites work: Q4272657
cites work: Fisher Information for a Bivariate Extreme Value Distribution
cites work: Approximation Theorems of Mathematical Statistics
cites work: Multivariate extreme value distribution and its Fisher information matrix
cites work: Q4391481
cites work: Statistics of Multivariate Extremes
cites work: Q3757131
cites work: Bivariate extreme value theory: Models and estimation
full work available at URL: https://doi.org/10.1007/bf02663895
OpenAlex ID: W79303542
description: scientific article; zbMATH DE number 763883