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Characterization of multivariate distributions through a functional equation of their characteristic functions

โœ Scribed by Arjun K. Gupta; Truc T. Nguyen; Wei-Bin Zeng

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
605 KB
Volume
63
Category
Article
ISSN
0378-3758

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โœฆ Synopsis

The multivariate distributions whose characteristic functions satisfy a given integrated functional equation are proved to be essentially multivariate stable (semi-stable) distributions. This generalizes the characterization of univariate distributions in Ramachandran and Rao (1970), Shimizu (1968, 1978), Davies andShimizu (1976), andRamachandran et al. (1988). Related characterization problems such as identically distributed, and zero regressions of linear statistics are also discussed. @ 1997 Elsevier Science B.V.

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