Identification of parameters by the distribution of the minimum: The tri-variate normal case with negative correlations
AbstractLet (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
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 98 (2007)
Issue (Month): 6 (July)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Hartley, Michael J & Mallela, Parthasaradhi, 1977. "The Asymptotic Properties of a Maximum Likelihood Estimator for a Model of Markets in Disequilibrium," Econometrica, Econometric Society, vol. 45(5), pages 1205-20, July.
- Amemiya, Takeshi, 1974. "A Note on a Fair and Jaffee Model," Econometrica, Econometric Society, vol. 42(4), pages 759-62, July.
- Basu, A. P. & Ghosh, J. K., 1978. "Identifiability of the multinormal and other distributions under competing risks model," Journal of Multivariate Analysis, Elsevier, vol. 8(3), pages 413-429, September.
- Bi, L. & Mukherjea, A., 2010. "Identification of parameters and the distribution of the minimum of the tri-variate normal," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1819-1826, December.
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