Characterizing multivariate normal distributions by some of its conditionals

DOI10.1016/0167-7152(94)00258-4zbMath0843.62058OpenAlexW2046935665MaRDI QIDQ1914288

Wolfgang Bischoff

Publication date: 5 June 1996

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

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00258-4

zbMATH Keywords

characterizationconditional distributionsnormal distributionsconditional specificationnormal conditionals

Mathematics Subject Classification ID

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

Related Items (1)

Bivariate, multivariate, and matrix variate normal characterizations: A brief survey II

Cites Work

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• Conditional distributions and the bivariate normal distribution
• Characterization of the multivariate normal distribution by conditional normal distributions
• Conditionally specified distributions
• On the greatest class of conjugate priors and sensitivity of multivariate normal posterior distributions
• A conditional characterization of the multivariate normal distribution
• Multivariate normality via conditional specification
• A note on the bivariate normal distribution

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