A characterization of matrix variate normal distribution

DOI10.1155/S0161171294000475zbMath0803.62043MaRDI QIDQ1326622

Truc T. Nguyen, Khoan T. Dinh

Publication date: 18 May 1994

Published in: International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/47031

zbMATH Keywords

linear transformationcharacteristic functionlinear regressionconditional distributionconstant covariance matrixjoint normalitycharacterization of matrix variate normal distributionsnormal conditional

Mathematics Subject Classification ID

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

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Restricted estimation in multivariate measurement error regression model ⋮ Bivariate, multivariate, and matrix variate normal characterizations: A brief survey II

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