论文信息 - Maximum likeiihood estimation of the parameters of the three-parameter generalized extreme-value distribution from censored samples

Maximum likeiihood estimation of the parameters of the three-parameter generalized extreme-value distribution from censored samples

Maximum likelihood estimators of the parameters of the generalized extreme-value distribution are derived for complete, left censored, right censored or doubly censored samples. Explicit expressions are provided for the observed information matrix which forms the basis of the iterative procedure described. It is shown that the inveise of this information matrix evaluated at the maximum likelihood estimates provides a better estimate of the variance-covanance matrix of the estimators than the expected information matrix.

P. Prescott | A. T. Walden | A. Walden | P. Prescott

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