An extension of the Darmois-Skitovitch theorem to a class of dependent random variables

DOI10.1016/S0167-7152(99)00139-XMaRDI QIDQ1975355zbMATH OpenFDO

Authors Abram M. Kagan, Jacek Wesołowski

Publication date 14 March 2002

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

Full work available at URL https://doi.org/10.1016/S0167-7152(99)00139-X

zbMATH Keywords

characteristic functioncharacterizations of probability distributionsDarmois-Skitovitch theoremfactorizable distributionmultivariate Gaussian distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Inequalities; stochastic orderings (60E15)

Cites work

• A Characterization of the Multivariate Normal Distribution
• A Property of the Normal Distribution
• Analyse générale des liaisons stochastiques: etude particulière de l'analyse factorielle linéaire
• Gaussian conditional structure of the second order and the Kagan classification of multivariate distributions
• scientific article; zbMATH DE number 4013635 (Why is no real title available?)
• scientific article; zbMATH DE number 3919536 (Why is no real title available?)
• scientific article; zbMATH DE number 1515780 (Why is no real title available?)
• scientific article; zbMATH DE number 850364 (Why is no real title available?)
• scientific article; zbMATH DE number 3426633 (Why is no real title available?)
• scientific article; zbMATH DE number 3085449 (Why is no real title available?)
• New Classes of Dependent Random Variables and a Generalization of the Darmois–Skitovich Theorem to Several Forms
• On a Characterization of the Normal Distribution from Properties of Suitable Linear Statistics
• On determination of multivariate distribution by its marginals for the Kagan class
• On some distributional and limit properties of factorizable distributions
• Sur une propriété de la loi de Gauss

Cited in

(7)

• Transfer theorems in exponential families
• A study of generalized skew-normal distribution
• Independent linear forms on connected Abelian groups
• The Skitovich-Darmois theorem for locally compact Abelian groups
• On extension of the neyman-peabson lemma for capacities to dependent random variables
• scientific article; zbMATH DE number 911822 (Why is no real title available?)
• Independence of linear forms with random coefficients

This page was built for publication: An extension of the Darmois-Skitovitch theorem to a class of dependent random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1975355)