Identification of parameters by the distribution of the maximum random variable: The general multivariate normal case.

DOI10.1007/BF01197886zbMath0685.62048OpenAlexW1975703933MaRDI QIDQ1262053

Arunava Mukherjea, Richard Stephens

Publication date: 1990

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01197886

zbMATH Keywords

maximarandom vectorszero meansnon-singular normal distributionpositive partial correlations

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Multivariate analysis (62H99)

Related Items (5)

The problem of identification of parameters by the distribution of the maximum random variable: Solution for the trivariate normal case ⋮ Solution of a problem on the identification of parameters by the distribution of the maximum random variable: A multivariate normal case ⋮ Identification of parameters from the distribution of the maximum or minimum of Poisson random variables ⋮ Identification of parameters by the distribution of the minimum: The tri-variate normal case with negative correlations ⋮ Identification of the parameters of a trivariate normal vector by the distribution of the minimum

Cites Work

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• The problem of identification of parameters by the distribution of the maximum random variable
• Unique factorization of products of bivariate normal cumulative distribution functions
• Mill's ratio for multivariate normal distributions

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