Fisher information for a multivariate extreme value distribution
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Publication:4851514
DOI10.1093/biomet/82.3.644zbMath0830.62053OpenAlexW2091363988MaRDI QIDQ4851514
Publication date: 4 February 1996
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/82.3.644
maximum likelihoodFisher information matrixGumbel distributionmultivariate extreme value distributiongeneralised extreme value marginslogistic dependence structure
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Sums of totally positive functions of order 2 and applications ⋮ Likelihood inference for Archimedean copulas in high dimensions under known margins ⋮ Vector generalized linear and additive extreme value models ⋮ Fisher information matrix for a four-parameter kappa distribution ⋮ On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix ⋮ Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes ⋮ Likelihood estimators for multivariate extremes
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