A conditional characterization of the multivariate normal distribution

DOI10.1016/0167-7152(94)90182-1MaRDI QIDQ1324552zbMATH OpenOpenAlexFDO

Authors Barry C. Arnold, Enrique Castillo, José María Sarabia

Publication date 24 May 1994

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(94)90182-1

zbMATH Keywords

conditional distributionconditional specificationbivariate conditionalsclassical \(k\)-variate normal distributionclassical bivariate normal

Mathematics Subject Classification ID

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

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Cites work

• Conditional distributions and the bivariate normal distribution
• Conditionally specified distributions

Cited in

(18)

• Multivariate distributions defined in terms of contours
• ML characterization of the multivariate normal distribution
• Conditional distributions of multivariate normal mean-variance mixtures
• Bivariate, multivariate, and matrix variate normal characterizations: A brief survey II
• Some conditional expectation identities for the multivariate normal
• scientific article; zbMATH DE number 93982 (Why is no real title available?)
• Characterizing multivariate normal distributions by some of its conditionals
• Some characterizations of the bivariate normal distribution
• Conditional characterizations of multivariate distributions
• scientific article; zbMATH DE number 3895984 (Why is no real title available?)
• Conditional distributions and characterizations of multivariate stable distribution
• Characterization involving conditional specification
• General conditional specification models
• Gaussian conditional structure of the second order and the Kagan classification of multivariate distributions
• scientific article; zbMATH DE number 865598 (Why is no real title available?)
• The centered normal conditionals distribution
• Multivariate normality via conditional specification
• Variations on the classical multivariate normal theme

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