Characterizations of multivariate normality: I. Through independence of some statistics

DOI10.1016/0047-259X(76)90021-XzbMath0367.62059OpenAlexW2054218737MaRDI QIDQ1242409

Chinubal G. Khatri

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1016/0047-259x(76)90021-x

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Related Items (7)

A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers ⋮ Characterizations of multivariate normality II. Through linear regressions ⋮ The dual PC algorithm and the role of Gaussianity for structure learning of Bayesian networks ⋮ Dr C R Rao's contributions to the advancement of economic science ⋮ Characterization of matrix variate normal distributions ⋮ Bivariate Distributions with Gaussian-Type Dependence Structure ⋮ Inferring network structure in non-normal and mixed discrete-continuous genomic data

Cites Work

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• Characterization of prior distributions and solution to a compound decision problem
• Functional equations and characterization of probability laws through linear functions of random variables
• Some recent dimension free characterizations of the normal law
• A Note on a Characterization of the Multivariate Normal Distribution

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