Bivariate,multivariate, and matrix variate normal characterizations: A brief survey II |
| |
Authors: | Barry C Arnold G G Hamedani |
| |
Institution: | 1. Department of Statistics, University of California, Riverside, CA, USA;2. Department of Mathematics, Statistics and Computer Science, Marquette University, Milwaukee, WI, USA |
| |
Abstract: | 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. |
| |
Keywords: | Bivariate normal characterization matrix variate normal multivariate normal |
|
|