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Exploiting occurrence times in likelihood inference for componentwise maxima |
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| Authors: | Stephenson, Alec Tawn, Jonathan |
| Affiliation: | 1 Department of Statistics, Division of Economic and Financial Studies, Macquarie University, NSW 2109, Australia alec.stephenson{at}mq.edu.au, 2 Department of Mathematics and Statistics, Lancaster University, Lancaster LA1 4YF, U.K. j.tawn{at}lancaster.ac.uk |
| Abstract: | |
| Keywords: | Asymptotic efficiency Maximum likelihood Multivariate extreme value distribution Sea level |
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