Moment estimation for multivariate extreme value distribution (Q1891682)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Moment estimation for multivariate extreme value distribution |
scientific article; zbMATH DE number 763883
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Moment estimation for multivariate extreme value distribution |
scientific article; zbMATH DE number 763883 |
Statements
Moment estimation for multivariate extreme value distribution (English)
0 references
31 July 1995
0 references
asymptotic efficiency
0 references
maximum likelihood estimation
0 references
method of moments
0 references
multivariate extreme value distributions
0 references
asymptotic covariance matrix
0 references
stepwise estimators
0 references
dependence
0 references
generalized variance of moment estimators
0 references
0.8819153308868408
0 references
0.8802310228347778
0 references
0.8197900652885437
0 references
0.8153483271598816
0 references
