Gaussian conditional structure of the second order and the Kagan classification of multivariate distributions

Weso?owski, Jacek

Journal of Multivariate Analysis, 1991, vol. 39, issue 1, 79-86

Abstract: The only Kagan-n,2(loc) probability measure with Gaussian conditional structure of the second order (GCS2) is a multivariate normal distribution. Also a short review of the known results on the GCS2 distributions is given.

Keywords: Kagan; class; Gaussian; conditional; structure; of; the; second; order; multivariate; normal; law; linearity; of; regression; homoscedasticity; characterization (search for similar items in EconPapers)
Date: 1991
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(91)90006-N
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:39:y:1991:i:1:p:79-86

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 ().