On the maximum likelihood estimator for the generalized extreme-value distribution (Q1693610)
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| Language | Label | Description | Also known as |
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| English | On the maximum likelihood estimator for the generalized extreme-value distribution |
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On the maximum likelihood estimator for the generalized extreme-value distribution (English)
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31 January 2018
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A formal proof of the asymptotic normality of the MLE for the three-parameter generalized extreme-value distribution is given using a result on the MLE ``for parametric families that are differentiable in quadratic mean but whose supports depend on the parameter.''
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differentiability in quadratic mean
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maximum likelihood estimation
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generalized extreme-value distribution
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