Identification of parameters and the distribution of the minimum of the tri-variate normal

L. Bi and A. Mukherjea

Statistics & Probability Letters, 2010, vol. 80, issue 23-24, 1819-1826

Abstract: In this note, for tri-variate normal distributions, we consider the problem of the identification of parameters when only the distribution of the minimum is known.

Keywords: Identification; of; parameters; Tri-variate; normal; The; distribution; of; the; minimum (search for similar items in EconPapers)
Date: 2010
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(10)00230-0
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1819-1826

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().