A convolution identity and more with illustrations

DOI10.1016/j.spl.2010.09.002zbMath1213.60038OpenAlexW1980158033MaRDI QIDQ613195

Nitis Mukhopadhyay

Publication date: 20 December 2010

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

Full work available at URL: https://doi.org/10.1016/j.spl.2010.09.002

zbMATH Keywords

convolutionnormalmultivariate normalU-statisticchi-squareCauchymultivariate \(t\)Basu's theoremmultivariate Cauchy

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10)

Cites Work

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• On \(p\times 1\) dependent random variables having each \((p - 1)\times 1\) sub-vector made up of iid observations with examples
• The multivariate normal distribution
• When Finiteness Matters: Counterexamples to Notions of Covariance, Correlation, and Independence
• A Representation of the Symmetric Bivariate Cauchy Distribution
• A Class of Statistics with Asymptotically Normal Distribution