| 二元极值分布参数的最大似然估计与分步估计 |
| |
| 引用本文： | 史道济.二元极值分布参数的最大似然估计与分步估计[J].天津大学学报(自然科学与工程技术版),1994,27(3):294-299. |
| |
| 作者姓名： | 史道济 |
| |
| 摘 要： | 考虑二元极值分布参数的最大似然估计与分步估计的渐近协方差阵，得到分步估计关于最大似然估计的渐近效率，表明分步估计是一种实用的方法。
|
| 关 键 词： | 二元极值分布 最大似然估计 |
PARAMETRIC ESTIMATION BY MAXIMUM LIKELIHOOD AND STEPWISE FOR BIVARIATE EXTREME VALUE DISTRIBUTION |
| |
| Shi Daoji.PARAMETRIC ESTIMATION BY MAXIMUM LIKELIHOOD AND STEPWISE FOR BIVARIATE EXTREME VALUE DISTRIBUTION[J].Journal of Tianjin University(Science and Technology),1994,27(3):294-299. |
| |
| Authors: | Shi Daoji |
| |
| Institution: | Dept.of Mathematics |
| |
| Abstract: | We consider the asymptotic covariance matrices of maximum likelihoodestimators and stepwise estiinators for bivariate extreme V.3lue distribution. The asymptotic efficiencies in stepwise estimation with respect to maximum likelihood estimation is obtained.Thestepwise method is recommended to be used for practical use under most circumstances. |
| |
| Keywords: | bivariate extreme value distribution generalized extreme value distribution Gumbel distribution maximum likelihood estimation(MLE) estimation efficiency |
| 本文献已被 CNKI 维普 等数据库收录！ |
