×

zbMATH — the first resource for mathematics

A characterization of matrix variate normal distribution. (English) Zbl 0803.62043
From the authors’ abstract: The joint normality of two random vectors is obtained based on normal conditional with linear regression and constant covariance matrix of each vector given the value of the other without assuming the existence of the joint density. The result is applied to a characterization of matrix variate normal distributions.

MSC:
62H05 Characterization and structure theory for multivariate probability distributions; copulas
PDF BibTeX XML Cite
Full Text: DOI EuDML