Maximum likelihood estimation of the parameters of the generalized extreme-value distribution

1980277 citationsJournal Article

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Abstract

Explicit expressions are provided for the information matrix of the three-parameter generalized extreme-value distribution. A condition for regular estimation is established.

Topics & Keywords

Aerospace, Electronics, Mathematical Modeling Analysis of environmental and stochastic processes

Publication Details

Published in: Biometrika

Volume 67, Issue 3, pp. 723-724

DOI: 10.1093/biomet/67.3.723

Field-Weighted Citation Impact: 3.66

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Maximum likelihood estimation of the parameters of the generalized extreme-value distribution

Authors

Abstract

Topics & Keywords

Publication Details