Another characterization of multivariate normal distribution

DOI10.1016/0167-7152(86)90068-4zbMath0605.62052OpenAlexW1988212833MaRDI QIDQ1083799

B. L. S. Prakasa Rao, Sreehari Maddipatla

Publication date: 1986

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(86)90068-4

zbMATH Keywords

characterizationgradientmultivariate normal

Mathematics Subject Classification ID

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

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Characterization of a family of discrete distributions via a Chernoff type inequality ⋮ Characterizations of distributions by generalizations of variance bounds and simple proofs of the CLT ⋮ Chernoff-type inequality and variance bounds ⋮ Characterizations of distributions by variance bounds ⋮ On an inequality and the related characterization of the gamma distribution ⋮ An extension of the information inequality and related characterizations ⋮ Lower variance bounds and a new proof of the central limit theorem ⋮ Exploring the statistical applicability of the Poincaré inequality: a test of normality ⋮ A matrix variance inequality ⋮ Nonlinear principal components. II: Characterization of normal distributions ⋮ Further results based on Chernoff-type inequalities ⋮ Some results on lower variance bounds useful in reliability modeling and estimation ⋮ Moment-Based Inference for Pearson's QuadraticqSubfamily of Distributions ⋮ General characterization theorems via the mean absolute deviation ⋮ Characterization of Continuous Distributions by Variance Bound and Its Implications to Reliability Modeling and Catastrophe Theory

Cites Work

• An inequality for the multivariate normal distribution
• On an Inequality and a Related Characterization of the Normal Distribution

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