Identifiability of the multivariate normal by the maximum and the minimum

zbMATH Open1399.62084MaRDI QIDQ3133736FDOQ3133736

Authors: A. Mukherjea 

Publication date: 5 February 2018

Full work available at URL: http://www.emis.de/journals/SMA/v05/a23.html

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zbMATH Keywords

multivariate normal distributionsidentification of parameters

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cited In (7)

• Title not available (Why is that?)
• Identification of parameters and the distribution of the minimum of the tri-variate normal
• The problem of identification of parameters by the distribution of the maximum random variable
• Solution of a problem on the identification of parameters by the distribution of the maximum random variable: A multivariate normal case
• Identifiability and parameter estimation of some bivariate life distributions
• Solution of the problem of the identified minimum for the tri-variate normal
• Identification of the parameters of a multivariate normal vector by the distribution of the maximum

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