Characterizations of multivariate normality II. Through linear regressions

DOI10.1016/0047-259X(79)90060-5zbMath0427.62027OpenAlexW1996878293MaRDI QIDQ1136440

Chinubal G. Khatri

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1016/0047-259x(79)90060-5

zbMATH Keywords

multivariate normalitydegenerate distributionnonsingular distribution

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Theory of matrix inversion and generalized inverses (15A09)

Related Items

Bivariate, multivariate, and matrix variate normal characterizations: A brief survey II, Dr C R Rao's contributions to the advancement of economic science, Characterization of matrix variate normal distributions

Cites Work

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• Characterizations of multivariate normality: I. Through independence of some statistics
• Functional equations and characterization of probability laws through linear functions of random variables
• Some recent dimension free characterizations of the normal law