Pages that link to "Item:Q5937307"

The following pages link to Identification of the parameters of a multivariate normal vector by the distribution of the maximum (Q5937307):

Displayed 11 items.

• Solution of the problem of the identified minimum for the tri-variate normal (Q351056) ‎ (← links)
• Spectral norm of circulant-type matrices (Q548147) ‎ (← links)
• Exact tail asymptotics in bivariate scale mixture models (Q906633) ‎ (← links)
• Tail asymptotic results for elliptical distributions (Q938049) ‎ (← links)
• On the residual dependence index of elliptical distributions (Q979196) ‎ (← links)
• Identification of parameters by the distribution of the minimum: The tri-variate normal case with negative correlations (Q997003) ‎ (← links)
• Asymptotic properties of type I elliptical random vectors (Q1003307) ‎ (← links)
• Asymptotics for Kotz type III elliptical distributions (Q1012224) ‎ (← links)
• Asymptotics and bounds for multivariate Gaussian tails (Q1776117) ‎ (← links)
• Divide and color representations for threshold Gaussian and stable vectors (Q2184620) ‎ (← links)
• Asymptotics of multivariate conditional risk measures for Gaussian risks (Q2415978) ‎ (← links)