On the distribution of maximum of multivariate normal random vectors. Issue 10 (19th May 2019)
- Record Type:
- Journal Article
- Title:
- On the distribution of maximum of multivariate normal random vectors. Issue 10 (19th May 2019)
- Main Title:
- On the distribution of maximum of multivariate normal random vectors
- Authors:
- Nadarajah, Saralees
Afuecheta, Emmanuel
Chan, Stephen - Abstract:
- Abstract: Let be a multivariate normal random vector. We derive explicit expressions for the cumulative distribution function, probability density function and the moments of . Each expression involves single infinite sums of known special functions. Computational issues like accuracy, convergence, time and simulations are investigated.
- Is Part Of:
- Communications in statistics. Volume 48:Issue 10(2019)
- Journal:
- Communications in statistics
- Issue:
- Volume 48:Issue 10(2019)
- Issue Display:
- Volume 48, Issue 10 (2019)
- Year:
- 2019
- Volume:
- 48
- Issue:
- 10
- Issue Sort Value:
- 2019-0048-0010-0000
- Page Start:
- 2425
- Page End:
- 2445
- Publication Date:
- 2019-05-19
- Subjects:
- Maximum -- moments -- multivariate normal distribution
Mathematical statistics -- Periodicals
Mathematics
Statistics
519.2 - Journal URLs:
- http://www.tandfonline.com/ ↗
- DOI:
- 10.1080/03610926.2018.1465088 ↗
- Languages:
- English
- ISSNs:
- 0361-0926
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 3363.432000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 10867.xml