Fisher Information for a Bivariate Extreme Value Distribution

DOI10.2307/2337238zbMath0850.62171OpenAlexW4246103911MaRDI QIDQ4037732

Amita K. Manatunga, David Oakes

Publication date: 16 May 1993

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2337238

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15)

Related Items (8)

Moment estimation for multivariate extreme value distribution ⋮ New closed-form efficient estimators for a bivariate Weibull distribution ⋮ Vector generalized linear and additive extreme value models ⋮ Fisher information matrix for a four-parameter kappa distribution ⋮ Maximum likelihood estimation of dependence parameter using ranked set sampling ⋮ Derivatives and Fisher information of bivariate copulas ⋮ A Bayesian bivariate failure time regression model. ⋮ Multivariate survival distributions

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