Moment estimation for multivariate extreme value distribution in a nested logistic model

DOI10.1023/A:1003854023902zbMATH Open0941.62068MaRDI QIDQ1807957FDOQ1807957

Authors: Daoji Shi, Shengsheng Zhou 

Publication date: 10 August 2000

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

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zbMATH Keywords

maximum likelihood estimationmoment estimationGumbel distributionmultivariate extreme value distributions

Mathematics Subject Classification ID

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

Cited In (5)

• Moment-type estimators of dependence parameters for a nested multivariate exponential distribution
• Simulation of certain multivariate generalized Pareto distributions
• Moment estimation for bivariate extreme value distributions in mixed models
• Moment estimation for multivariate extreme value distribution
• Typhoon disaster zoning and prevention criteria -- a double layer nested multi-objective probability model and its application

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