A conditional characterization of the multivariate normal distribution

DOI10.1016/0167-7152(94)90182-1zbMath0791.62057OpenAlexW2087313745MaRDI QIDQ1324552

Barry C. Arnold, José María Sarabia, Enrique F. Castillo

Publication date: 24 May 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90182-1

zbMATH Keywords

conditional distributionconditional specificationbivariate conditionalsclassical \(k\)-variate normal distributionclassical bivariate normal

Mathematics Subject Classification ID

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

Related Items (8)

Multivariate normality via conditional specification ⋮ Variations on the classical multivariate normal theme ⋮ Characterization involving conditional specification ⋮ Characterizing multivariate normal distributions by some of its conditionals ⋮ General conditional specification models ⋮ Bivariate, multivariate, and matrix variate normal characterizations: A brief survey II ⋮ The centered normal conditionals distribution ⋮ Multivariate distributions defined in terms of contours

Cites Work

• Conditional distributions and the bivariate normal distribution
• Conditionally specified distributions

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