A characterization of matrix variate normal distribution
The joint normality of two random vectors is obtained based on normal conditional with linear regression and constant covariance matrix of each vector given the value of the other without assuming the existence of the joint density. This result is applied to a characterization of matrix variate norm...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
1994-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1155/S0161171294000475 |
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