Identification of parameters and the distribution of the minimum of the tri-variate normal
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Publication:613170
DOI10.1016/j.spl.2010.08.007zbMath1202.62017OpenAlexW2078298192MaRDI QIDQ613170
Publication date: 20 December 2010
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2010.08.007
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)
Cites Work
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- Identification of parameters by the distribution of the minimum: The tri-variate normal case with negative correlations
- The problem of identification of parameters by the distribution of the maximum random variable
- Unique factorization of products of bivariate normal cumulative distribution functions
- Identifiability of distributions under competing risks and complementary risks model
- Identification of the Ordered Bivariate Normal Distribution by Minimum Variate