Characterization of normality within the class of elliptical contoured distributions

DOI10.1016/0167-7152(87)90036-8zbMath0609.62071OpenAlexW2067868199MaRDI QIDQ1086940

Rahul Mukerjee, Chinubal G. Khatri

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1016/0167-7152(87)90036-8

zbMATH Keywords

quadratic formelliptically contoured distributionchi-square distributionmultivariate normal distribution

Mathematics Subject Classification ID

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

Related Items (3)

On some characterizations of the \(t\)-distribution ⋮ Correcting remarks on Characterization of normality within the class of elliptical contoured distributions ⋮ On some characterizations of spherical distributions

Cites Work

• On the theory of elliptically contoured distributions

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