On Gauss's characterization of the normal distribution

DOI10.3150/07-BEJ5166MaRDI QIDQ880480zbMATH OpenFDO

Authors Adelchi Azzalini, Marc G. Genton

Publication date 15 May 2007

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3150/07-BEJ5166

zbMATH Keywords

Cauchy functional equationcharacterization propertylocation familymaximum likelihoodnormal distributionsample mean vector

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Point estimation (62F10) Estimation in multivariate analysis (62H12)

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• Projective power entropy and maximum Tsallis entropy distributions
• Bivariate, multivariate, and matrix variate normal characterizations: A brief survey II
• On Fisher information matrices and profile log-likelihood functions in generalized skew-elliptical models
• Maximum likelihood characterization of distributions
• Bootstrap approaches for homogeneous test of location parameters under skew-normal settings
• A characterization of the compound multiparameter Hermite gamma distribution via Gauss's principle
• On the singularity of multivariate skew-symmetric models

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