Characterization of multivariate distributions through a functional equation of their characteristic functions

DOI10.1016/S0378-3758(97)00010-4MaRDI QIDQ1372402zbMATH OpenOpenAlexFDO

Authors Arjun K. Gupta, Truc T. Nguyen, Wei-Bin Zeng

Publication date 27 March 2003

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(97)00010-4

zbMATH Keywords

regressioninfinite divisibilitystable distributionscharacteristic functionslinear statisticssemi-stableintegrated Cauchy functional equation

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cited in

(5)

• Generalized integrated Cauchy functional equation with applications to probability models
• Homomorphisms from Functional Equations in Probability
• Bivariate, multivariate, and matrix variate normal characterizations: A brief survey II
• On characterization of multivariate stable distributions via random linear statistics
• A direct approach to the stable distributions

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