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 expectationlinear modelmeanerror distributioncharacterization of spherical distributionorthogonally invariant distributions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

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Cites Work

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• On the theory of elliptically contoured distributions
• On the linearity of regression
• Prediction error in a linear model with estimated parameters
• Linear regressions and sphericity
• Some Characteristic Properties of Gaussian Stochastic Processes

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