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

DOI10.1016/J.JMVA.2006.05.002zbMATH Open1119.60008OpenAlexW2134029976MaRDI QIDQ997003FDOQ997003

Authors 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

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

• Identification of the parameters of a trivariate normal vector by the distribution of the minimum
• Computation of the Trivariate Normal Integral
• The problem of identification of parameters by the distribution of the maximum random variable: Solution for the trivariate normal case
• 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

• scientific article; zbMATH DE number 3740624 (Why is no real title available?)
• scientific article; zbMATH DE number 3589560 (Why is no real title available?)
• scientific article; zbMATH DE number 3615719 (Why is no real title available?)
• A characterization of marginal distributions of (possibly dependent) lifetime variables which right censor each other
• Identifiability of distributions under competing risks and complementary risks model
• Identification of parameters by the distribution of the maximum random variable: The general multivariate normal case.
• Identification of the Ordered Bivariate Normal Distribution by Minimum Variate
• Identification of the parameters of a multivariate normal vector by the distribution of the maximum
• Identification of the parameters of a trivariate normal vector by the distribution of the minimum
• On Estimating the Distribution of a Random Vector When Only the Smallest Coordinate Is Observable
• The Asymptotic Properties of a Maximum Likelihood Estimator for a Model of Markets in Disequilibrium

(7)

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

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