Maximum Likelihood Estimation of the Parameters of the Generalized Extreme-Value Distribution
给出了三参数广义极值分布信息矩阵的显式表达式,并建立了正则估计的条件,对从事极值统计和风险分析的学者有参考价值。
Explicit expressions are provided for the information matrix of the three-parameter generalized extreme-value distribution. A condition for regular estimation is established.