Characterization of the multivariate normal distribution by conditional normal distributions

DOI10.1007/BF02613616MaRDI QIDQ1181141zbMATH OpenFDO

Authors Wolfgang Bischoff, Werner Fieger

Publication date 27 June 1992

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/176351

zbMATH Keywords

multivariate normal distributioncharacterizationconditional normal distributions

Mathematics Subject Classification ID

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

Recommendations

• A conditional characterization of the multivariate normal distribution
• Conditional characterizations of multivariate distributions
• Multivariate normality via conditional specification

Cites work

• scientific article; zbMATH DE number 3225653 (Why is no real title available?)
• A note on the bivariate normal distribution
• Conditional distributions and the bivariate normal distribution

Cited in

(14)

• scientific article; zbMATH DE number 865598 (Why is no real title available?)
• Conditional distributions of multivariate normal mean-variance mixtures
• Characterizations of negative multinomial distributions based on conditional distributions
• ML characterization of the multivariate normal distribution
• Characterizing multivariate normal distributions by some of its conditionals
• scientific article; zbMATH DE number 3911495 (Why is no real title available?)
• Bivariate and multivariate normal characterizations: a brief survey
• Some characterizations of the bivariate normal distribution
• Conditional distributions and characterizations of multivariate stable distribution
• Multivariate normality via conditional specification
• A note on the W-S lower bound of the MEE estimation
• Some conditional expectation identities for the multivariate normal
• The centered normal conditionals distribution
• Conditional characterizations of multivariate distributions

This page was built for publication: Characterization of the multivariate normal distribution by conditional normal distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1181141)