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

DOI10.1023/A:1003854023902MaRDI QIDQ1807957zbMATH OpenFDO

Authors Daoji Shi, Shengsheng Zhou

Publication date 10 August 2000

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

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)

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