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OALib Journal期刊
ISSN: 2333-9721
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MRAMETRIC ESTIMatIONS BY MAXIMUM LIKELIHOOD AND STEPWISE METHOD FOR MULTIVXRIATE EXTREME VALUE DISTRIBUTION
多元极值分布参数的最大似然估计与分步估计

Keywords: Asymptotic efficiency,generalized extreme value distribution,Gumbel distribution,maximum likelihood estimation,multivariate extreme value distribution
渐近效率
,Gumbel分布,最大似然估计,多元极值分布,广义极值分布

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Abstract:

The parametric estimations of multivariate extreme value distribution (in Logistic model) are considered. The approximate formulae for asymptotic covariance matrix of stepwise method are indicated, and asymptotic relative efficiencies of the ste

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