A characterization of the multivariate normal distribution and some remarks on linear estimators (Q1097607): Difference between revisions
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Revision as of 01:10, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A characterization of the multivariate normal distribution and some remarks on linear estimators |
scientific article |
Statements
A characterization of the multivariate normal distribution and some remarks on linear estimators (English)
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1987
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A characterization of the multivariate normal distribution is given. The characterization is essentially based on spherical symmetry and linearity of the posterior mean of a translation parameter vector. In addition some remarks concerning admissibility of linear estimators are made.
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Bayes estimator
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infinite divisibility
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characterization
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multivariate normal distribution
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spherical symmetry
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linearity
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posterior mean
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translation parameter vector
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admissibility of linear estimators
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