Moment estimation for multivariate extreme value distribution in a nested logistic model

Annals of the Institute of Statistical Mathematics

Volumn 51, Issue 2, 1999, Pages 253-264

  Shi, Daoji ^a   Zhou, Shengsheng ^b  

^a TIANJIN UNIVERSITY   (China)

^b Anhui Inst of Mech and Elec Eng   (China)

Author keywords

Gumbel distribution; Maximum likelihood estimation; Moment estimation; Multivariate extreme value distribution

Indexed keywords

EID: 6544282174     PISSN: 00203157     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1003854023902     Document Type: Article

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