ON DETERMINATION OF MULTIVARIATE DISTRIBUTION BY ITS MARGINALS FOR THE KAGAN CLASS

被引：4

作者：

WESOLOWSKI, J

机构：

[1] Warsaw University of Technology

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1991年 / 36卷 / 02期

关键词：

KAGAN CLASS; MULTIVARIATE DISTRIBUTION; MARGINAL DISTRIBUTION; CHARACTERISTIC FUNCTION; VARIATE NORMAL DISTRIBUTIONS;

D O I：

10.1016/0047-259X(91)90064-9

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

For any distribution belonging to the Kagan class a general formula expressing its characteristic function in a neighbourhood of the origin in terms of the marginal characteristic functions is obtained. Also some applications are given. © 1991.

引用

页码：314 / 319

页数：6

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