Multivariate normality via conditional specification

DOI10.1016/0167-7152(94)90126-0zbMath0801.62049OpenAlexW2015499560MaRDI QIDQ1336922

Barry C. Arnold, Enrique F. Castillo, José María Sarabia

Publication date: 6 November 1994

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

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90126-0

zbMATH Keywords

characterizationconditional distributionconditional specificationnormal conditionalsclassical normal distribution

Mathematics Subject Classification ID

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

Related Items (5)

Variations on the classical multivariate normal theme ⋮ Characterization involving conditional specification ⋮ Characterizing multivariate normal distributions by some of its conditionals ⋮ Bivariate, multivariate, and matrix variate normal characterizations: A brief survey II ⋮ The centered normal conditionals distribution

Cites Work

• Conditional distributions and the bivariate normal distribution
• Conditionally specified distributions
• A conditional characterization of the multivariate normal distribution

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