A characterization of the normal distribution by sufficiency of the least squares estimation

DOI10.1007/BF02613157zbMath0642.62006OpenAlexW2051474026MaRDI QIDQ1101151

Werner Fieger, Heinz Cremers, Wolfgang Bischoff

Publication date: 1987

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176132

zbMATH Keywords

multivariate linear modelcharacterization of the normal distributioncondition of independencesufficiency of the least squares estimation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10) Sufficient statistics and fields (62B05)

Related Items (3)

A characterization of a Gaussian process in terms of sufficient estimators ⋮ A decomposition of a linear model ⋮ The structure of a linear model: sufficiency, ancillarity, invariance, equivariance, and the normal distribution

Cites Work

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• Invariantly sufficient equivariant statistics and characterizations of normality in translation classes
• A Necessary and Sufficient Condition that Ordinary Least-Squares Estimators be Best Linear Unbiased
• A Sufficient Statistics Characterization of the Normal Distribution

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