Gaussian conditional structure of the second order and the Kagan classification of multivariate distributions
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Publication:1182747
DOI10.1016/0047-259X(91)90006-NzbMath0739.62040MaRDI QIDQ1182747
Publication date: 28 June 1992
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
reviewlinearity of regressionmultivariate normal distributionhomoscedasticityGaussian conditional structure of second orderKagan class
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)
Related Items (5)
Multivariate normality via conditional normality ⋮ Variations on the classical multivariate normal theme ⋮ On some distributional and limit properties of factorizable distributions ⋮ Bivariate, multivariate, and matrix variate normal characterizations: A brief survey II ⋮ An extension of the Darmois-Skitovitch theorem to a class of dependent random variables
Cites Work
- Some characterizations of the bivariate normal distribution
- Conditional characterizations of multivariate distributions
- Can the first two conditional moments identify a mean square differentiable process?
- On determination of multivariate distribution by its marginals for the Kagan class
- On a stochasticprocess determined by the conditional expectation and the conditionalvariance
- A note on the bivariate normal distribution
- A Note on a Characterization of the Multivariate Normal Distribution
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