Generalized Gumbel and likelihood ratio test statistics in the multivariate GEV model
type: Item
instance of: scholarly article
title: Generalized Gumbel and likelihood ratio test statistics in the multivariate GEV model
zbMATH Open document ID: 0726.62031
DOI: 10.1016/0167-9473(89)90026-1
author: M. Ivette Gomes
published in: Computational Statistics and Data Analysis
publication date: 1989-01-01T00:00:00Z
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62F05
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62G10
zbMATH DE Number: 4199273
zbMATH Keywords: multivariate generalized extreme value models
zbMATH Keywords: Gumbel type statistics
zbMATH Keywords: likelihood ratio test
zbMATH Keywords: maximum likelihood estimates
MaRDI profile type: Publication
full work available at URL: 0167-9473(89)90026-1
OpenAlex ID: W1994041333
cites work: Q3763394
cites work: Statistical inference using extreme order statistics
cites work: Maximum likeiihood estimation of the parameters of the three-parameter generalized extreme-value distribution from censored samples
cites work: Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
Wikidata QID: Q127909460
description: scientific article; zbMATH DE number 4199273