Conditional characterizations of multivariate distributions

DOI10.1007/BF02613292zbMath0656.62056MaRDI QIDQ1110216

Barry C. Arnold, Mohsen Pourahmadi

Publication date: 1988

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176162

zbMATH Keywords

conditional distributionsmultivariate normal distributionlocation-scale familybivariate normal characterization

Mathematics Subject Classification ID

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

Related Items (8)

Multivariate normality via conditional normality ⋮ Bivariate distributions via a Pareto conditional distribution and a regression function ⋮ Characterization involving conditional specification ⋮ Conditional specifications of multivariate pareto and student distributions ⋮ Conditional specifications of multivariate pareto and student distributions ⋮ Bivariate, multivariate, and matrix variate normal characterizations: A brief survey II ⋮ Gaussian conditional structure of the second order and the Kagan classification of multivariate distributions ⋮ Bivariate and multivariate normal characterizations: a brief survey

Cites Work

• Unnamed Item
• Some characterizations of the bivariate normal distribution
• A characterization of a bivariate distribution by the marginal and the conditional distributions of the same component
• Multivariate Pareto Distributions
• A note on the bivariate normal distribution

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