Elliptical symmetry and exchangeability with characterizations

DOI10.1016/0047-259X(90)90002-YzbMath0732.62048OpenAlexW1992734306MaRDI QIDQ808583

Abdulhamid A. Alzaid, C. Radhakrishna Rao, Damodar N. Shanbhag

Publication date: 1990

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(90)90002-y

zbMATH Keywords

characterizationsnormal distributionde Finetti's theoremspherically symmetric distributionsnegative binomial distributionsexchangeable random variablesbinomialPoissonSchoenberg representationlinear quadratic statisticsmixed gammaregression propertiesSkitovic-Darmois theoremsubclasses of elliptically symmetric distribtions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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The retrieval of a rotation invariant distribution of \((X,Y)\) from \(\mathbb{E}(X^ 2\mid Y)\), A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers

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