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Another characterization of multivariate normal distribution

Author

Listed:
  • Prakasa Rao, B. L. S.
  • Sreehari, M.

Abstract

We establish a characterization of the multivariate normal based on a maximal property relating Var[g([zeta])] and the gradient of g(·).

Suggested Citation

  • Prakasa Rao, B. L. S. & Sreehari, M., 1986. "Another characterization of multivariate normal distribution," Statistics & Probability Letters, Elsevier, vol. 4(4), pages 209-210, June.
    • Handle: RePEc:eee:stapro:v:4:y:1986:i:4:p:209-210
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    Citations

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    Cited by:

    1. Salinelli, Ernesto, 2009. "Nonlinear principal components, II: Characterization of normal distributions," Journal of Multivariate Analysis, Elsevier, vol. 100(4), pages 652-660, April.
    2. Aldo Goia & Ernesto Salinelli & Pascal Sarda, 2011. "Exploring the statistical applicability of the Poincaré inequality: a test of normality," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(2), pages 334-352, August.
    3. N. Nair & K. Sudheesh, 2008. "Some results on lower variance bounds useful in reliability modeling and estimation," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 60(3), pages 591-603, September.
    4. Mohtashami Borzadaran, G. R. & Shanbhag, D. N., 1998. "Further results based on Chernoff-type inequalities," Statistics & Probability Letters, Elsevier, vol. 39(2), pages 109-117, August.

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