A characterization of the normal distribution by sufficiency of the least squares estimation

DOI10.1007/BF02613157MaRDI QIDQ1101151zbMATH OpenOpenAlexFDO

Authors Wolfgang Bischoff, Heinz Cremers, Werner Fieger

Publication date 1987

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/176132

zbMATH Keywords

multivariate linear modelcharacterization of the normal distributioncondition of independencesufficiency of the least squares estimation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10) Sufficient statistics and fields (62B05)

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Cites work

• scientific article; zbMATH DE number 3868404 (Why is no real title available?)
• scientific article; zbMATH DE number 3196611 (Why is no real title available?)
• A Necessary and Sufficient Condition that Ordinary Least-Squares Estimators be Best Linear Unbiased
• A Sufficient Statistics Characterization of the Normal Distribution
• Invariantly sufficient equivariant statistics and characterizations of normality in translation classes

Cited in

(7)

• Invariantly sufficient equivariant statistics and characterizations of normality in translation classes
• A decomposition of a linear model
• Sphericity and the normal law
• scientific article; zbMATH DE number 3868404 (Why is no real title available?)
• A characterization of the multivariate normal distribution and some remarks on linear estimators
• The structure of a linear model: sufficiency, ancillarity, invariance, equivariance, and the normal distribution
• A characterization of a Gaussian process in terms of sufficient estimators

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