On determination of multivariate distribution by its marginals for the Kagan class

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.

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Year of publication:	1991
Authors:	Wesolowski, Jacek
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 36.1991, 2, p. 314-319
Publisher:	Elsevier
Keywords:	Kagan class multivariate distribution marginal distribution characteristic function

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

Persistent link: https://www.econbiz.de/10005221576