Identification of parameters by the distribution of the minimum: The tri-variate normal case with negative correlations

DOI10.1016/j.jmva.2006.05.002zbMath1119.60008MaRDI QIDQ997003

J. Martínez

Publication date: 19 July 2007

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2006.05.002

Mathematics Subject Classification ID

60E05: Probability distributions: general theory

62E10: Characterization and structure theory of statistical distributions

Related Items

Identification of parameters of Poisson distributions by the extreme order statistics, Solution of the problem of the identified minimum for the tri-variate normal, Identification of parameters and the distribution of the minimum of the tri-variate normal, Poisson distributions: identification of parameters from the distribution of the maximum and a conjecture on the partial sums of the power series for \(\exp(x)\), Identification of parameters from the distribution of the maximum or minimum of Poisson random variables

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