Identification of parameters by the distribution of the maximum random variable: The general multivariate normal case.
type: Item
instance of: scholarly article
title: Identification of parameters by the distribution of the maximum random variable: The general multivariate normal case.
zbMATH Open document ID: 0685.62048
DOI: 10.1007/BF01197886
author: A. Mukherjea
author: Richard Stephens
publication date: 1990-01-01T00:00:00Z
review text: See the preview in Zbl 0668.62031.
Mathematics Subject Classification ID: 62H10
Mathematics Subject Classification ID: 62H99
zbMATH DE Number: 4123083
zbMATH Keywords: random vectors
zbMATH Keywords: non-singular normal distribution
zbMATH Keywords: zero means
zbMATH Keywords: positive partial correlations
zbMATH Keywords: maxima
MaRDI profile type: Publication
cites work: Q3255781
cites work: Q4157815
cites work: Unique factorization of products of bivariate normal cumulative distribution functions
cites work: The problem of identification of parameters by the distribution of the maximum random variable
cites work: Mill's ratio for multivariate normal distributions
full work available at URL: https://doi.org/10.1007/bf01197886
OpenAlex ID: W1975703933
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 4123083