Pages that link to "Item:Q1892404"

The following pages link to The normal distribution. Characterizations with applications (Q1892404):

Displaying 35 items.

• Quasi-log concavity conjecture and its applications in statistics (Q257876) (← links)
• Theory of \(\phi\)-Jensen variance and its applications in higher education (Q261480) (← links)
• A characterization of the normal distribution by the independence of a pair of random vectors (Q277252) (← links)
• A characterization of symmetric stable distributions (Q294892) (← links)
• The relative effects of dimensionality and multiplicity of hypotheses on the \(F\)-test in linear regression (Q315402) (← links)
• On the conditional distributions of low-dimensional projections from high-dimensional data (Q355082) (← links)
• On decompositional algorithms for uniform sampling from \(n\)-spheres and \(n\)-balls (Q604345) (← links)
• Archimedean copulas in finite and infinite dimensions -- with application to ruin problems (Q654826) (← links)
• Haar-based multiresolution stochastic processes (Q715755) (← links)
• On the asymptotic efficiency of normality tests based on the Shepp property (Q845089) (← links)
• Normality via conditional normality of linear forms (Q1126144) (← links)
• The multivariate normal distribution (Q1188605) (← links)
• Determination of system dimensionality from observing near-normal distributions (Q1668941) (← links)
• Efficient simulation for dependent rare events with applications to extremes (Q1703036) (← links)
• Characterizations of infinite dimensional Gaussian shift experiments (Q1825501) (← links)
• Stationary random fields with linear regressions (Q1872197) (← links)
• A few remarks on Bryc's paper on random fields with linear regressions (Q1872301) (← links)
• Stationary Markov chains with linear regressions. (Q1888763) (← links)
• Smoothness of densities for area-like processes of fractional Brownian motion (Q1939560) (← links)
• Multivariate characteristic and correlation functions (Q1945051) (← links)
• Time-inhomogeneous Gaussian stochastic volatility models: large deviations and super roughness (Q2048130) (← links)
• Optimal robust mean and location estimation via convex programs with respect to any pseudo-norms (Q2159256) (← links)
• The existence of maximum likelihood estimate in high-dimensional binary response generalized linear models (Q2209841) (← links)
• \(p\)-adic Gaussian random variables (Q2302979) (← links)
• The central limit problem for random vectors with symmetries (Q2471120) (← links)
• Quasi-independence of random variables and a property of the normal and gamma distributions (Q2581809) (← links)
• A characterization of normality via convex likelihood ratios (Q2670763) (← links)
• Bivariate Distributions with Gaussian-Type Dependence Structure (Q3644998) (← links)
• Almost sure relative stability of the maximum of a stationary sequence (Q4467508) (← links)
• (Q4640643) (← links)
• Stochastic integration in quasi-Banach spaces (Q5887599) (← links)
• Existence of linear equilibria in the Kyle model with multiple informed traders (Q5941378) (← links)
• Averaged controllability for random evolution Partial Differential Equations (Q5963096) (← links)
• Dynamic deconvolution and identification of independent autoregressive sources (Q6135338) (← links)
• Tail inverse regression: dimension reduction for prediction of extremes (Q6137714) (← links)