The paper deals with the problem of predicting the maximum response statistics of Multi-Degree-of-Freedom (MDoF) linear structures subjected to non-stationary non-white noises. The extension of two different censored closures of Gumbel type, originally proposed by the authors for the response of Single-Degree-of-Freedom oscillators, it is presented. The improvement associated with the introduction in the closure of a consistent censorship factor, accounting for the response bandwidth, it is pointed out. Simple and effective step-by-step procedures are formulated and described in details. Numerical applications on a realistic 25-storey moment-resisting frame along with comparisons with classical approximations and Monte Carlo simulations are also included.