Moment estimation for multivariate extreme value distribution

DOI10.1007/BF02663895MaRDI QIDQ1891682zbMATH OpenOpenAlexFDO

Authors Daoji Shi

Publication date 31 July 1995

Published in Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02663895

zbMATH Keywords

maximum likelihood estimationasymptotic efficiencydependencemethod of momentsasymptotic covariance matrixmultivariate extreme value distributionsgeneralized variance of moment estimatorsstepwise estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

Recommendations

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Cites work

• scientific article; zbMATH DE number 4007433 (Why is no real title available?)
• scientific article; zbMATH DE number 469373 (Why is no real title available?)
• scientific article; zbMATH DE number 1159045 (Why is no real title available?)
• Approximation Theorems of Mathematical Statistics
• Bivariate extreme value theory: Models and estimation
• Fisher Information for a Bivariate Extreme Value Distribution
• Multivariate extreme value distribution and its Fisher information matrix
• Statistics of Multivariate Extremes

Cited in

(3)

• Multivariate moment based extreme value index estimators
• Moment estimation for bivariate extreme value distributions in mixed models
• Moment estimation for multivariate extreme value distribution in a nested logistic model

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