Generalized Gumbel and likelihood ratio test statistics in the multivariate GEV model

Author:

Gomes M.Ivette

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference8 articles.

1. Extreme value theory – Statistical choice;Gomes;Colloquia Mathematica Societatis János Bolyai,1984

2. Inference in a multivariate generalized extreme value model – Asymptotic properties of two test statistics;Gomes;Scand. J. Statist.,1986

3. Statistical inference using extreme order statistics;Pickands;Ann. Statist.,1975

4. Maximum likelihood estimation of the parameters of the three-parameter generalized extreme-value distribution from censored samples;Prescott;J. Statist. Comput. Simul.,1983

5. Extreme order statistics from exponential type distribution with application to fire protection insurance;Ramachandran,1975

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