Generalized Gumbel and likelihood ratio test statistics in the multivariate GEV model

DOI10.1016/0167-9473(89)90026-1zbMATH Open0726.62031OpenAlexW1994041333WikidataQ127909460 ScholiaQ127909460MaRDI QIDQ804127FDOQ804127

Authors: M. Ivette Gomes 

Publication date: 1989

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(89)90026-1

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zbMATH Keywords

likelihood ratio testmaximum likelihood estimatesGumbel type statisticsmultivariate generalized extreme value models

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

Cites Work

• Maximum likeiihood estimation of the parameters of the three-parameter generalized extreme-value distribution from censored samples
• Statistical inference using extreme order statistics
• Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
• Title not available (Why is that?)

Cited In (13)

• Title not available (Why is that?)
• On tests for distinguishing distribution tails
• Testing for a multivariate generalized Pareto distribution
• The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements
• GEE for multinomial responses using a local odds ratios parameterization
• Testing the Gumbel hypothesis by Galton's ratio
• Title not available (Why is that?)
• An interview with Ivette Gomes
• Extreme Value Theory and Statistics of Univariate Extremes: A Review
• Title not available (Why is that?)
• Testing for the shape parameter of generalized extreme value distribution based on the \(L_q\)-likelihood ratio statistic
• Title not available (Why is that?)
• Review of testing issues in extremes: in honor of Professor Laurens de Haan

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