Title of article
Characterization ofp-Generalized Normality
Author/Authors
Gupta، نويسنده , , A.K. and Song، نويسنده , , D.، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 1997
Pages
11
From page
61
To page
71
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)∝e−|x|p/c. Also, the largest characterization ofLp-norm spherical distributions is given.
Keywords
characterization , Invariance , p-generalized normality , Spherical distribution , Independence
Journal title
Journal of Multivariate Analysis
Serial Year
1997
Journal title
Journal of Multivariate Analysis
Record number
1557415
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