The problem of identification of parameters by the distribution of the maximum random variable: Solution for the trivariate normal case

DOI10.1016/0047-259X(90)90063-NzbMath0699.62009MaRDI QIDQ913393

Richard Stephens, Arunava Mukherjea

Publication date: 1990

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

identification of parametersvariabledistribution of the maximum randomnon-singular trivariate normal distributionnon-zero correlationszero means

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Related Items (3)

Identification of parameters from the distribution of the maximum or minimum of Poisson random variables ⋮ Asymptotics and bounds for multivariate Gaussian tails ⋮ Identification of the parameters of a trivariate normal vector by the distribution of the minimum

Cites Work

• Unnamed Item
• Unnamed Item
• The problem of identification of parameters by the distribution of the maximum random variable
• Unique factorization of products of bivariate normal cumulative distribution functions
• Identification of parameters by the distribution of the maximum random variable: The general multivariate normal case.
• Mill's ratio for multivariate normal distributions

This page was built for publication: The problem of identification of parameters by the distribution of the maximum random variable: Solution for the trivariate normal case