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

John C. Davis; Arunava Mukherjea

doi:10.1016/j.jmva.2006.05.002

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

John C. Davis Arunava Mukherjea

Year: 2006 Journal: Journal of Multivariate Analysis Vol: 98 (6)Pages: 1141-1159 Publisher: Elsevier BV

DOI: 10.1016/j.jmva.2006.05.002

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Keywords:

Mathematics Random variate Bivariate analysis Multivariate normal distribution Variance (accounting) Statistics Multivariate random variable Zero (linguistics) Combinatorics Normal distribution Applied mathematics Mathematical analysis Multivariate statistics Random variable

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Holomorphic and Operator Theory

Physical Sciences → Mathematics → Applied Mathematics

Matrix Theory and Algorithms

Physical Sciences → Computer Science → Computational Theory and Mathematics

Random Matrices and Applications

Physical Sciences → Mathematics → Statistics and Probability

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

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