Transformations preserving normality and Wishart-ness

DOI10.1016/0047-259X(86)90081-3zbMath0602.62037MaRDI QIDQ1082008

Takeaki Kariya, Seiji Nabeya

Publication date: 1986

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

positive definite matricesmultivariate normalityWishart distributionorthogonal matricesnonsingular matricesbijective and bimeasurable transformationMANOVA problemtransformations preserving normality and Wishart-ness

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Related Items (2)

Two remarks on normality preserving Borel automorphisms of \(\mathbb{R}^{n}\) ⋮ On a matrix representation lemma useful in determining maximal invariance groups

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