Solution of the problem of the identified minimum for the tri-variate normal

DOI10.1007/s12044-012-0091-6zbMath1270.60026OpenAlexW1995261331MaRDI QIDQ351056

Mohamed Elnaggar, Arunava Mukherjea

Publication date: 3 July 2013

Published in: Proceedings of the Indian Academy of Sciences. Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12044-012-0091-6

zbMATH Keywords

identification of parametersidentified minimumtri-variate normal

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (1)

Running supremum of Brownian motion in dimension 2: exact and asymptotic results

Cites Work

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• Identification of parameters by the distribution of the minimum: The tri-variate normal case with negative correlations
• Note on Extreme Values, Competing Risks and Semi-Markov Processes
• Identification of the parameters of a multivariate normal vector by the distribution of the maximum

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