A Characterization of the Multivariate Normal Distribution

DOI10.1214/aoms/1177704579zbMath0109.13401OpenAlexW2086878253MaRDI QIDQ3845791

S. G. Ghurye, Ingram Olkin

Publication date: 1962

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177704579

zbMATH Keywords

statistics

Related Items (27)

A note on the W-S lower bound of the MEE estimation ⋮ On a characterization of a convolution of Gaussian and idempotent distributions ⋮ Unnamed Item ⋮ Independence of linear forms with random coefficients ⋮ On some distributional and limit properties of factorizable distributions ⋮ On certain generalizations of the Levi-Civita and Wilson functional equations ⋮ Regularization and general methods in the theory of functional equations ⋮ Heyde's Characterization Theorem for Some Locally Compact Abelian Groups ⋮ Characterization of polynomials as solutions of certain functional equations ⋮ Skitovich-Darmois theorem for discrete and compact totally disconnected abelian groups ⋮ Characterizations of probability distributions by the properties of linear forms with random coefficients ⋮ On a characterization theorem in the space \(\mathbb{R}^n\) ⋮ Ildar Abdullovich Ibragimov (on his ninetieth birthday) ⋮ Using Aichinger's equation to characterize polynomial functions ⋮ An extension of the Darmois-Skitovitch theorem to a class of dependent random variables ⋮ On a characterization of convolutions of Gaussian and Haar distributions ⋮ On the Ghurye-Olkin-Zinger theorem ⋮ THE SKITOVICH–DARMOIS THEOREM FOR LOCALLY COMPACT ABELIAN GROUPS ⋮ Skitovich-Darmois theorem for finite abelian groups ⋮ On the Skitovich-Darmois theorem for connected abelian groups ⋮ A note on characterization of some laws by the symmetrical distribution of one linear function given another ⋮ A characterization of the multivariate normal distribution ⋮ Some multivariate statistical characterization theorems ⋮ Independent linear forms on connected Abelian groups ⋮ On characterization of gamma and multivariate normal distributions by solving some functional equations in vector variables ⋮ Functional equations and characterization of probability laws through linear functions of random variables ⋮ Fourier coefficients of invariant random fields on homogeneous spaces of compact Lie groups

This page was built for publication: A Characterization of the Multivariate Normal Distribution