A note on characterizations of multivariate stable distributions

DOI10.1007/BF00121655zbMath0760.62050OpenAlexW2073544089MaRDI QIDQ1206628

Truc T. Nguyen, Allan R. Sampson

Publication date: 1 April 1993

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00121655

zbMATH Keywords

characterizationsnormal distributionmultivariate normal distributionsmultivariate stable distributionsMarcinkiewicz theoremCauchy marginals

Mathematics Subject Classification ID

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

Related Items (2)

On characterization of multivariate stable distributions via random linear statistics ⋮ Bivariate, multivariate, and matrix variate normal characterizations: A brief survey II

Cites Work

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• Some remarks on multivariate stable distributions
• Multivariate stable distributions
• Non-stable laws with all projections stable
• One-parameter families of bivariate distributions with fixed marginals
• Characterization of distributions by the identical distribution of linear forms

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