Elliptical symmetry and exchangeability with characterizations

DOI10.1016/0047-259X(90)90002-YMaRDI QIDQ808583zbMATH OpenOpenAlexFDO

Authors Abdulhamid A. Alzaid, Damodar Shanbhag, C. R. Rao

Publication date 1990

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

Full work available at URL https://doi.org/10.1016/0047-259x(90)90002-y

zbMATH Keywords

binomialcharacterizationsde Finetti's theoremexchangeable random variableslinear quadratic statisticsmixed gammanegative binomial distributionsnormal distributionPoissonregression propertiesSchoenberg representationSkitovic-Darmois theoremspherically symmetric distributionssubclasses of elliptically symmetric distribtions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10)

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Cites work

• A characterization of gamma, Meixner hypergeometric and negative binomial distributions based on canonical measures
• A Characterization of the Gumbel Distribution Based on Record Values
• A note on exchangeable sequences
• A spherical characterization of the normal distribution
• Elliptically Symmetric Distributions: A Review and Bibliography
• scientific article; zbMATH DE number 3649813 (Why is no real title available?)
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• scientific article; zbMATH DE number 3692458 (Why is no real title available?)
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• On a problem connected with quadratic regression
• On random sequences with spherical symmetry
• Special functions and characterizations of probability distributions by zero regression properties

Cited in

(6)

• The retrieval of a rotation invariant distribution of \((X,Y)\) from \(\mathbb{E}(X^ 2\mid Y)\)
• A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers
• Elliptically symmetric distributions: a review of achieved results and open issues
• scientific article; zbMATH DE number 4149387 (Why is no real title available?)
• scientific article; zbMATH DE number 4060403 (Why is no real title available?)
• Testing regression models for random effects outliers under elliptical symmetry

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