Exploiting occurrence times in likelihood inference for componentwise maxima

Biometrika

Volumn 92, Issue 1, 2005, Pages 213-227

  Stephenson, Alec ^a   Tawn, Jonathan ^b  

^a MACQUARIE UNIVERSITY   (Australia)

^b LANCASTER UNIVERSITY   (United Kingdom)

Author keywords

Asymptotic efficiency; Maximum likelihood; Multivariate extreme value distribution; Sea level

Indexed keywords

EID: 15844387513     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/92.1.213     Document Type: Article

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