Identification of the parameters of a trivariate normal vector by the distribution of the minimum

DOI10.1016/S0378-3758(98)00204-3zbMath0928.62039MaRDI QIDQ1300918

Mohamed Elnaggar, Arunava Mukherjea

Publication date: 11 January 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

competing risksidentification of parametersreliability of multicomponent systemstrivariate normal distributions

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Reliability and life testing (62N05)

Related Items

On multivariate Gaussian tails ⋮ Asymptotics and bounds for multivariate Gaussian tails ⋮ Identification of parameters by the distribution of the minimum: The tri-variate normal case with negative correlations

Cites Work

• The problem of identification of parameters by the distribution of the maximum random variable: Solution for the trivariate normal case
• Identification of parameters by the distribution of the maximum random variable: The general multivariate normal case.
• Mill's ratio for multivariate normal distributions
• Identification of the Ordered Bivariate Normal Distribution by Minimum Variate
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