Identification of parameters and the distribution of the minimum of the tri-variate normal

DOI10.1016/J.SPL.2010.08.007zbMATH Open1202.62017OpenAlexW2078298192MaRDI QIDQ613170FDOQ613170

Sumit K. Garg

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

zbMATH Keywords

identification of parameterstri-variate normal

Mathematics Subject Classification ID

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
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• Title not available (Why is that?)

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