Characterization of the p-generalized normal distribution

It is a well known fact that invariance under the orthogonal group and marginal independence uniquely characterizes the isotropic normal distribution. Here, a similar characterization is provided for the more general class of differentiable bounded Lp-spherically symmetric distributions: Every factorial distribution in this class is necessarily p-generalized normal.

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Year of publication:	2009
Authors:	Sinz, Fabian ; Gerwinn, Sebastian ; Bethge, Matthias
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 100.2009, 5, p. 817-820
Publisher:	Elsevier
Keywords:	62E10 Characterization Generalized normal distribution Exponential power distribution Lp-spherically symmetric distributions

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005152777