On the distribution of maximum of multivariate normal random vectors

DOI10.1080/03610926.2018.1465088OpenAlexW2898949414WikidataQ129015515 ScholiaQ129015515MaRDI QIDQ5078123

Emmanuel Afuecheta, Stephen Chan, Saralees Nadarajah

Publication date: 20 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://www.research.manchester.ac.uk/portal/en/publications/on-the-distribution-of-maximum-of-multivariate-normal-random-vectors(4b76ad1e-1497-42aa-bc27-21b679f05d39).html

zbMATH Keywords

momentsmaximummultivariate normal distribution

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites Work

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• Two Preliminary Tests for Discriminant Analysis
• Limit Theorems for the Maximum Term in Stationary Sequences

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