Exploiting occurrence times in likelihood inference for componentwise maxima

DOI10.1093/BIOMET/92.1.213zbMath1068.62019OpenAlexW2165298027MaRDI QIDQ5314849

Jonathan A. Tawn, Alec G. Stephenson

Publication date: 5 September 2005

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/92.1.213

zbMATH Keywords

asymptotic efficiencymaximum likelihoodmultivariate extreme value distributionsea levels

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Statistics of extreme values; tail inference (62G32) Hydrology, hydrography, oceanography (86A05)

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