Fisher Information for a Multivariate Extreme Value Distribution
给出了具有广义极值边缘和逻辑斯蒂依赖结构的多元极值分布的Fisher信息矩阵的显式代数公式，对极值统计和计量经济学研究者有用。
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.