Multivariate normality via conditional normality

DOI10.1016/0167-7152(94)90047-7zbMath0801.62048OpenAlexW2016870486MaRDI QIDQ1332899

Jacek Wesołowski, Mohammad Ahsanullah

Publication date: 5 September 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90047-7

zbMATH Keywords

multivariate normal distributionconditional normalitynew characterization

Mathematics Subject Classification ID

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

Related Items (6)

Normality via conditional normality of linear forms ⋮ 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 ⋮ A new conditional specification of the bivariate Poisson conditionals distribution1 ⋮ Study of water pollution through a Lévy flight jump diffusion model with stochastic jumps of pollutants

Cites Work

• Unnamed Item
• Some characterizations of the bivariate normal distribution
• Conditional characterizations of multivariate distributions
• Gaussian conditional structure of the second order and the Kagan classification of multivariate distributions
• Characterization involving conditional specification
• Bivariate and multivariate normal characterizations: a brief survey

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