Characterizations of multivariate normality: I. Through independence of some statistics
DOI10.1016/0047-259X(76)90021-XzbMATH Open0367.62059OpenAlexW2054218737MaRDI QIDQ1242409FDOQ1242409
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
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)
Cites Work
- A Note on a Characterization of the Multivariate Normal Distribution
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- 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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Cited In (7)
- Dr C R Rao's contributions to the advancement of economic science
- The dual PC algorithm and the role of Gaussianity for structure learning of Bayesian networks
- Bivariate Distributions with Gaussian-Type Dependence Structure
- 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
- Characterization of matrix variate normal distributions
- Inferring network structure in non-normal and mixed discrete-continuous genomic data
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