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A Remark on Algorithm as 215: Maximum‐Likelihood Estimation of the Parameters of the Generalized Extreme‐Value Distribution
Author(s) -
Macleod Allan J.
Publication year - 1989
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2347695
Subject(s) - mathematics , maximum likelihood , generalized extreme value distribution , statistics , value (mathematics) , estimation , extreme value theory , distribution (mathematics) , expectation–maximization algorithm , algorithm , mathematical analysis , engineering , systems engineering