| MULTIVARIATE EXTREME VALUE DISTRIBUTION AND ITS FISHER INFORMATION MATRIX |
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| 引用本文： | 史道济. MULTIVARIATE EXTREME VALUE DISTRIBUTION AND ITS FISHER INFORMATION MATRIX[J]. 应用数学学报(英文版), 1995, 11(4): 421-428. DOI: 10.1007/BF02007180 |
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| 作者姓名： | 史道济 |
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| 作者单位： | Department of Mathematics，Tianjin University，Tianjin 300072，China |
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| 摘 要： | ＭＵＬＴＩＶＡＲＩＡＴＥＥＸＴＲＥＭＥＶＡＬＵＥＤＩＳＴＲＩＢＵＴＩＯＮＡＮＤＩＴＳＦＩＳＨＥＲＩＮＦＯＲＭＡＴＩＯＮＭＡＴＲＩＸ￥ＳＨＩＤＡＯＪＩ（史道济）（ＤｅｐａｒｔｍｅｎｔｏｆＭａｔｈｅｍａｔｉｃｓ，ＴｉａｎｊｉｎＵｎｉｖｅｒｓｉｔｙ，Ｔｉａ...
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| 收稿时间： | 1992-07-14 |
Multivariate extreme value distribution and its fisher information matrix |
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| Daoji Shi. Multivariate extreme value distribution and its fisher information matrix[J]. Acta Mathematicae Applicatae Sinica, 1995, 11(4): 421-428. DOI: 10.1007/BF02007180 |
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| Authors: | Daoji Shi |
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| Affiliation: | (1) Department of Mathematics, Tianjin University, 300072 Tianjin, China |
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| Abstract: | The paper is concerned with the basic properties of multivariate extreme value distribution (in the Logistic model). We obtain the characteristic function and recurrence formula of the density function. The explicit algebraic formula for Fisher information matrix is indicated. A simple and accurate procedure for generating random vector from multivariate extreme value distribution is presented. |
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| Keywords: | Characteristic function Fisher information matrix Gumbel distribution multivariate extreme value distribution |
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