Summary
The problem of characterizing the normal law associated with linear forms and processes, as well as with quadratic forms, is considered. The classical condition of constancy of regression is replaced by a distinct condition of high-order uncorrelatedness.
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The work of E. Masry was supported by the Office of Naval Research under Contract N00014-84-K-0042.
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Masry, E., Picinbono, B. Linear/nonlinear forms and the normal law: Characterization by high order correlations. Ann Inst Stat Math 39, 417–428 (1987). https://doi.org/10.1007/BF02491479
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DOI: https://doi.org/10.1007/BF02491479