A characterization of spherical distributions

DOI10.1016/0047-259X(86)90083-7zbMath0596.62057MaRDI QIDQ1078955

Morris L. Eaton

Publication date: 1986

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

zbMATH Keywords

conditional expectation; linear model; mean; error distribution; characterization of spherical distribution; orthogonally invariant distributions

Mathematics Subject Classification ID

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

62E10: Characterization and structure theory of statistical distributions

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Cites Work

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• On the linearity of regression
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