Identification of the Ordered Bivariate Normal Distribution by Minimum Variate

DOI10.2307/2287663zbMath0455.62089OpenAlexW4241435118MaRDI QIDQ3903928

James Hannan, Dennis C. Gilliland

Publication date: 1980

Full work available at URL: https://doi.org/10.2307/2287663

zbMATH Keywords

identificationTobinFair-Jaffeefull-rank covariance matrixminimum variateordered bivariate normal

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to economics (62P20)

Related Items

Estimating the canonical disequilibrium model. Asymptotic theory and finite sample properties ⋮ Identification of parameters and the distribution of the minimum of the tri-variate normal ⋮ Identification of parameters of Poisson distributions by the extreme order statistics ⋮ Poisson distributions: identification of parameters from the distribution of the maximum and a conjecture on the partial sums of the power series for \(\exp(x)\) ⋮ 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 ⋮ Nonparametric Bayesian estimation of a survival curve with dependent censoring mechanism