FISHER INFORMATION FOR A MULTIVARIATE EXTREME-VALUE DISTRIBUTION

被引：23

作者：

SHI, DJ

机构：

[1] Department of Mathematics, Tianjin University

来源：

BIOMETRIKA | 1995年 / 82卷 / 03期

基金：

中国国家自然科学基金;

关键词：

GENERALIZED EXTREME VALUE DISTRIBUTION; GUMBEL DISTRIBUTION; MAXIMUM LIKELIHOOD; MULTIVARIATE EXTREME VALUE DISTRIBUTION;

D O I：

10.1093/biomet/82.3.644

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

Explicit algebraic formulae for the Fisher information matrix of the multivariate extreme value distribution with generalised extreme value margins and logistic dependence structure are given.

引用

页码：644 / 649

页数：6

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