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

DOI10.1016/0167-9473(89)90026-1MaRDI QIDQ804127zbMATH OpenOpenAlexWikidataFDO

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

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

• scientific article; zbMATH DE number 4020202 (Why is no real title available?)
• Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
• Maximum likeiihood estimation of the parameters of the three-parameter generalized extreme-value distribution from censored samples
• Statistical inference using extreme order statistics

Cited in

(13)

• scientific article; zbMATH DE number 4044943 (Why is no real title available?)
• 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
• An interview with Ivette Gomes
• scientific article; zbMATH DE number 4106060 (Why is no real title available?)
• Testing the Gumbel hypothesis by Galton's ratio
• scientific article; zbMATH DE number 4107938 (Why is no real title available?)
• Extreme Value Theory and Statistics of Univariate Extremes: A Review
• Testing for the shape parameter of generalized extreme value distribution based on the \(L_q\)-likelihood ratio statistic
• scientific article; zbMATH DE number 4020202 (Why is no real title available?)
• Review of testing issues in extremes: in honor of Professor Laurens de Haan

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