Characterizations of multivariate normality II. Through linear regressions

DOI10.1016/0047-259X(79)90060-5MaRDI QIDQ1136440zbMATH OpenOpenAlexFDO

Authors Chinubal G. Khatri

Publication date 1979

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

Full work available at URL https://doi.org/10.1016/0047-259x(79)90060-5

zbMATH Keywords

degenerate distributionmultivariate normalitynonsingular distribution

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Linear regression; mixed models (62J05)

Cites work

• Characterizations of multivariate normality: I. Through independence of some statistics
• Functional equations and characterization of probability laws through linear functions of random variables
• scientific article; zbMATH DE number 3426633 (Why is no real title available?)
• scientific article; zbMATH DE number 3191621 (Why is no real title available?)
• scientific article; zbMATH DE number 3197115 (Why is no real title available?)
• Some recent dimension free characterizations of the normal law

Cited in

(3)

• Characterization of matrix variate normal distributions
• Dr C R Rao's contributions to the advancement of economic science
• Bivariate, multivariate, and matrix variate normal characterizations: A brief survey II

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