Asymptotic properties of the maximum likelihood estimator for multivariate extreme value distributions

15 December 2016

Papers citing "Asymptotic properties of the maximum likelihood estimator for multivariate extreme value distributions"

3 / 3 papers shown

Title
On the maximum likelihood estimator for the Generalized Extreme-Value distribution Axel Bücher Johan Segers 33 76 0 21 Jan 2016
Exact simulation of max-stable processes Clément Dombry Sebastian Engelke M. Oesting 53 111 0 14 Jun 2015
High-order Composite Likelihood Inference for Max-Stable Distributions and Processes S. Castruccio Raphael Huser M. Genton TPM 112 111 0 01 Nov 2014