A characterization of the multivariate normal distribution and some remarks on linear estimators
DOI10.1016/0378-3758(87)90126-1zbMATH Open0635.62037OpenAlexW1989534510MaRDI QIDQ1097607FDOQ1097607
Authors: Arthur Cohen, William E. Strawderman, Andrew L. Rukhin 
Publication date: 1987
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(87)90126-1
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Cites Work
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- Estimation of parameters in a linear model
- All Admissible Linear Estimates of the Mean Vector
- Admissibility in linear estimation
- Generalized Bayes Solutions in Estimation Problems
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- Only Normal Distributions Have Linear Posterior Expectations in Linear Regression
- All admissible linear estimators of a multivariate Poisson mean
- Characterization of prior distributions and solution to a compound decision problem
Cited In (10)
- Characterizing statistics and their applications
- Characterizations of normality in translation classes by properties of Bayes estimators
- A characterization of the normal distribution by sufficiency of the least squares estimation
- A characterization of normality via convex likelihood ratios
- On Some Empirical Properties of a Multidimensional Normal Law
- On the MVUE for the distribution in the multivariate normal regression
- Linear estimators of a location parameter and canonical parameter estimators for a Poisson distribution
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- A characterization of the multivariate normal distribution by using the hazard gradient
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