On determination of multivariate distribution by its marginals for the Kagan class

Jacek Wesolowski

Journal of Multivariate Analysis, 1991, vol. 36, issue 2, 314-319

Abstract: For any distribution belonging to the Kagan class a general formula expressing its characteristic function in a neighbourhood of the origin in terms of the marginal characteristic functions is obtained. Also some applications are given.

Keywords: Kagan; class; multivariate; distribution; marginal; distribution; characteristic; function (search for similar items in EconPapers)
Date: 1991
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(91)90064-9
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:36:y:1991:i:2:p:314-319

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().