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系统科学与数学 1997
MRAMETRIC ESTIMatIONS BY MAXIMUM LIKELIHOOD AND STEPWISE METHOD FOR MULTIVXRIATE EXTREME VALUE DISTRIBUTION
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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