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Bivariate, multivariate, and matrix variate normal characterizations: A brief survey II

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ABSTRACT The paper entitled “Bivariate and Multivariate Normal Characterizations: A Brief Survey,” by Hamedani, which was published in 1992, covered the published characterizations of bivariate and multivariate normal (MVN) distributions… Click to show full abstract

ABSTRACT The paper entitled “Bivariate and Multivariate Normal Characterizations: A Brief Survey,” by Hamedani, which was published in 1992, covered the published characterizations of bivariate and multivariate normal (MVN) distributions from 1941 to 1991. The present work is a follow-up to the 1991/1992 survey which includes not only characterizations of the bivariate and MVN distributions, but also characterizations of the matrix variate normal distribution, which have appeared from 1991/1992 to the present.

Keywords: bivariate multivariate; brief survey; multivariate; characterizations brief; normal characterizations

Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2017

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