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Characterization ofp-Generalized Normality

Author

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  • Gupta, A. K.
  • Song, D.

Abstract

In this paper some characterization results ofLp-norm spherical distributions are obtained. It is proved that ifX=(X1, ..., Xn)' has aLp-norm spherical distribution having certain independence properties, thenX1, X2, ..., Xnmust be i.i.d. with p.d.f.p(x)[is proportional to]e-xp/c. Also, the largest characterization ofLp-norm spherical distributions is given.

Suggested Citation

  • Gupta, A. K. & Song, D., 1997. "Characterization ofp-Generalized Normality," Journal of Multivariate Analysis, Elsevier, vol. 60(1), pages 61-71, January.
  • Handle: RePEc:eee:jmvana:v:60:y:1997:i:1:p:61-71
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    Cited by:

    1. Fernández, Carmen & Osiewalski, Jacek & Steel, Mark F. J., 2001. "Robust Bayesian Inference on Scale Parameters," Journal of Multivariate Analysis, Elsevier, vol. 77(1), pages 54-72, April.

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