Fisher information for a multivariate extreme value distribution (Q4851514): Difference between revisions

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Latest revision as of 15:16, 30 December 2024

scientific article; zbMATH DE number 804240
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English
Fisher information for a multivariate extreme value distribution
scientific article; zbMATH DE number 804240

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    Fisher information for a multivariate extreme value distribution (English)
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    4 February 1996
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    Gumbel distribution
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    maximum likelihood
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    Fisher information matrix
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    multivariate extreme value distribution
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    generalised extreme value margins
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    logistic dependence structure
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