Multivariate normality via conditional normality

DOI10.1016/0167-7152(94)90047-7MaRDI QIDQ1332899zbMATH OpenOpenAlexFDO

Authors Jacek Wesołowski, M. Ahsanullah

Publication date 5 September 1994

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

Full work available at URL https://doi.org/10.1016/0167-7152(94)90047-7

zbMATH Keywords

multivariate normal distributionconditional normalitynew characterization

Mathematics Subject Classification ID

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

Cites work

• scientific article; zbMATH DE number 4024374 (Why is no real title available?)
• Bivariate and multivariate normal characterizations: a brief survey
• Characterization involving conditional specification
• Conditional characterizations of multivariate distributions
• Gaussian conditional structure of the second order and the Kagan classification of multivariate distributions
• Some characterizations of the bivariate normal distribution

Cited in

(7)

• Conditional specifications of multivariate pareto and student distributions
• Study of water pollution through a Lévy flight jump diffusion model with stochastic jumps of pollutants
• A new conditional specification of the bivariate Poisson conditionals distribution1
• Normal model for distribution-free multivariate analysis
• Bivariate, multivariate, and matrix variate normal characterizations: A brief survey II
• Conditional specifications of multivariate pareto and student distributions
• Normality via conditional normality of linear forms

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