Khatri, C. G. ; Rao, C. Radhakrishna (1976) Characterizations of multivariate normality. I. Through independence of some statistics Journal of Multivariate Analysis, 6 (1). pp. 81-94. ISSN 0047-259X
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Official URL: http://www.sciencedirect.com/science/article/pii/0...
Related URL: http://dx.doi.org/10.1016/0047-259X(76)90021-X
Abstract
It is established that a vector variable (X1,..., Xk) has a multivariate normal distribution if for each Xi the regression on the rest is linear and the conditional distribution about the regression does not depend on the rest of the variables, provided the regression coefficients satisfy some mild conditions. The result is extended to the case where Xi themselves are vector variables.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Multivariate Normal Distribution; Characterization of Multivariate Normality; Multiple Regression and Independence |
| ID Code: | 58144 |
| Deposited On: | 31 Aug 2011 12:31 |
| Last Modified: | 31 Aug 2011 12:31 |
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