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A multivariate analog of the Cramer theorem on components of the Gaussian distributions

Part of the Lecture Notes in Mathematics book series (LNM,volume 1412)

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References

  1. Cramér H. Über eine Eigenschaft der normalen Verteilungsfunction.-Math.Z., 1936, B.41, N 2, 405–414.

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  2. Marcinkiewicz J. Sur une propriété de la loi de Gauss.-Math.Z., 1938, B.44, 632–638.

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  3. Linnik Yu.V., Ostrowskii I.V. Decomposition of random variables and vectors (in Russian).M., Nauka, 1972, 480 p.

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  4. Kagan A.M. New classes of dependent random variables and a generalization of the Darmois-Skitovitch theorem to the case of several forms (in Russian).-Teor. Veroyatn. Primen., 1988, 33, N 2.

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  5. Kagan A.M. A class of two-dimensional distributions arising in connection with the Cramer and Darmois-Skitovitch theorems (in Russian).-Teor. Veroyatn Primen., 1987, 32, N 2, 349–351.

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© 1989 Springer-Verlag

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Kagan, A.M. (1989). A multivariate analog of the Cramer theorem on components of the Gaussian distributions. In: Kalashnikov, V.V., Zolotarev, V.M. (eds) Stability Problems for Stochastic Models. Lecture Notes in Mathematics, vol 1412. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0084165

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  • DOI: https://doi.org/10.1007/BFb0084165

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  • Print ISBN: 978-3-540-51948-5

  • Online ISBN: 978-3-540-46863-9

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