A characterization of multivariate normal distribution and its application

doi:10.1016/S0167-7152(95)00238-3

科研成果详情

发表状态	已发表Published
题名	A characterization of multivariate normal distribution and its application
作者	Yang, Zhenhai 1; Fang, Kaitai2 ; Liang, Jiajuan3
发表日期	1996
发表期刊	Statistics and Probability Letters
ISSN/eISSN	0167-7152
卷号	30 期号:4 页码:347-352
摘要	Let X1, X2, ⋯ ,Xn be i.i.d. d-dimensional random vectors with a continuous density. Let Sk = ∑ki = 1 XiXTi, Yk = Sk-1/2Xk and Zk = Yk/(√1 - YTk Yk) (k ≥ d). In this paper we find that the distribution of Zk (or Yk) can be used for characterizing multivariate normal distribution. This characterization can be employed for testing multivariate normality in terms of the so-called transformation method.
关键词	Characterization of multinormality Multivariate normal distribution Spherical distribution
DOI	10.1016/S0167-7152(95)00238-3
URL	查看来源
收录类别	SCIE
语种	英语English
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:A1996VU93400008
Scopus入藏号	2-s2.0-0030588768
引用统计
文献类型	期刊论文
条目标识符	https://repository.uic.edu.cn/handle/39GCC9TT/2520
专题	个人在本单位外知识产出
作者单位	1.Institute of Statistics, Beijing Polytechnic University, Beijing 100021, China 2.Stat. Research and Consultancy Unit, Hong Kong Baptist University, Kowloon Tong, Hong Kong 3.Institute of Applied Mathematics, Academia Sinica, Beijing 100080, China
推荐引用方式 GB/T 7714	Yang, Zhenhai,Fang, Kaitai,Liang, Jiajuan. A characterization of multivariate normal distribution and its application[J]. Statistics and Probability Letters, 1996, 30(4): 347-352.
APA	Yang, Zhenhai, Fang, Kaitai, & Liang, Jiajuan. (1996). A characterization of multivariate normal distribution and its application. Statistics and Probability Letters, 30(4), 347-352.
MLA	Yang, Zhenhai,et al."A characterization of multivariate normal distribution and its application". Statistics and Probability Letters 30.4(1996): 347-352.