Identification of parameters by the distribution of the minimum: The tri-variate normal case with negative correlations

DOI10.1016/J.JMVA.2006.05.002zbMath1119.60008OpenAlexW2134029976MaRDI QIDQ997003

J. Martínez

Publication date: 19 July 2007

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2006.05.002

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (5)

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

Cites Work

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• Identification of parameters by the distribution of the maximum random variable: The general multivariate normal case.
• Identification of the parameters of a trivariate normal vector by the distribution of the minimum
• A characterization of marginal distributions of (possibly dependent) lifetime variables which right censor each other
• Identifiability of distributions under competing risks and complementary risks model
• Identification of the Ordered Bivariate Normal Distribution by Minimum Variate
• The Asymptotic Properties of a Maximum Likelihood Estimator for a Model of Markets in Disequilibrium
• On Estimating the Distribution of a Random Vector When Only the Smallest Coordinate Is Observable
• Identification of the parameters of a multivariate normal vector by the distribution of the maximum

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