A class of multivariate distributions related to distributions with a Gaussian component
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F10%3A10051760" target="_blank" >RIV/00216208:11320/10:10051760 - isvavai.cz</a>
Result on the web
—
DOI - Digital Object Identifier
—
Alternative languages
Result language
angličtina
Original language name
A class of multivariate distributions related to distributions with a Gaussian component
Original language description
: A class of random vectors (X, Y), X ? Rj , Y ? Rk with characteristic functions of the form h(s, t) = f(s)g(t) exp{s_Ct} where C is a (j x k)-matrix and prime stands for transposition is introduced and studied. The class contains all Gaussian vectors and possesses some of their properties. A relation of the class to random vectors with Gaussian components is of a particular interest. The problem of describing all pairs of characteristic functions f(s), g(t) such that h(s, t) is a characteristic function is open.
Czech name
—
Czech description
—
Classification
Type
C - Chapter in a specialist book
CEP classification
BA - General mathematics
OECD FORD branch
—
Result continuities
Project
<a href="/en/project/IAA101120801" target="_blank" >IAA101120801: Invariance and equivariance in statistical estimation</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Book/collection name
Nonparametrics and Robustness in Modern Statistical Inference and Time Series
ISBN
978-0-940600-80-5
Number of pages of the result
8
Pages from-to
—
Number of pages of the book
268
Publisher name
Institute of Mathematical Statistics
Place of publication
Beachwood, Ohio, USA
UT code for WoS chapter
—