Characterizations of multivariate normality: I. Through independence of some statistics

DOI10.1016/0047-259X(76)90021-XMaRDI QIDQ1242409zbMATH OpenOpenAlexFDO

Authors Chinubal G. Khatri, C. R. Rao

Publication date 1976

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259x(76)90021-x

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Cites work

• scientific article; zbMATH DE number 3366358 (Why is no real title available?)
• scientific article; zbMATH DE number 3385100 (Why is no real title available?)
• A Note on a Characterization of the Multivariate Normal Distribution
• Characterization of prior distributions and solution to a compound decision problem
• Functional equations and characterization of probability laws through linear functions of random variables
• Some recent dimension free characterizations of the normal law

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(7)

• Inferring network structure in non-normal and mixed discrete-continuous genomic data
• Bivariate Distributions with Gaussian-Type Dependence Structure
• Dr C R Rao's contributions to the advancement of economic science
• Characterization of matrix variate normal distributions
• Characterizations of multivariate normality II. Through linear regressions
• A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers
• The dual PC algorithm and the role of Gaussianity for structure learning of Bayesian networks

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