Bivariate, multivariate, and matrix variate normal characterizations: A brief survey II

被引：0

作者：

Arnold, Barry C. ^{[1
]}

Hamedani, G. G. ^{[2
]}

机构：

[1] Univ Calif Riverside, Dept Stat, Riverside, CA 92521 USA

[2] Marquette Univ, Dept Math Stat & Comp Sci, Milwaukee, WI 53201 USA

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2017年 / 46卷 / 24期

关键词：

Bivariate normal; characterization; matrix variate normal; multivariate normal; CONDITIONAL SPECIFICATION; NORMAL-DISTRIBUTIONS; INDEPENDENCE; VARIABLES;

D O I：

10.1080/03610926.2017.1285923

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The paper entitled Bivariate and Multivariate Normal Characterizations: A Brief Survey, by Hamedani, which was published in 1992, covered the published characterizations of bivariate and multivariate normal (MVN) distributions from 1941 to 1991. The present work is a follow-up to the 1991/1992 survey which includes not only characterizations of the bivariate and MVN distributions, but also characterizations of the matrix variate normal distribution, which have appeared from 1991/1992 to the present.

引用

页码：11949 / 11971

页数：23

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