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

DOI10.1007/BF02613157zbMATH Open0642.62006OpenAlexW2051474026MaRDI QIDQ1101151FDOQ1101151

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

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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)

Cites Work

• A Necessary and Sufficient Condition that Ordinary Least-Squares Estimators be Best Linear Unbiased
• Title not available (Why is that?)
• Invariantly sufficient equivariant statistics and characterizations of normality in translation classes
• A Sufficient Statistics Characterization of the Normal Distribution
• Title not available (Why is that?)

Cited In (7)

• A characterization of a Gaussian process in terms of sufficient estimators
• A decomposition of a linear model
• The structure of a linear model: sufficiency, ancillarity, invariance, equivariance, and the normal distribution
• A characterization of the multivariate normal distribution and some remarks on linear estimators
• Invariantly sufficient equivariant statistics and characterizations of normality in translation classes
• Title not available (Why is that?)
• Sphericity and the normal law

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