On determination of multivariate distribution by its marginals for the Kagan class
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Publication:2641038
DOI10.1016/0047-259X(91)90064-9zbMath0721.62051OpenAlexW1997762721MaRDI QIDQ2641038
Publication date: 1991
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0047-259x(91)90064-9
characteristic functionsKagan classCramér characterization theoremDarmois- Skitovitch characterization theoremsmarginal characteristic functions
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characteristic functions; other transforms (60E10)
Related Items (3)
On some distributional and limit properties of factorizable distributions ⋮ An extension of the Darmois-Skitovitch theorem to a class of dependent random variables ⋮ Gaussian conditional structure of the second order and the Kagan classification of multivariate distributions
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