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

J. Davis and A. Mukherjea

Journal of Multivariate Analysis, 2007, vol. 98, issue 6, 1141-1159

Abstract: Let (X1,X2,X3) be a 3-variate normal vector with zero means and a non-singular co-variance matrix [Sigma], where for i[not equal to]j, [Sigma]ij

Date: 2007
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