Lookup NU author(s): Dr Jordan Stoyanov
Full text for this publication is not currently held within this repository. Alternative links are provided below where available.
For any multivariate distribution with finite moments we can ask, as in the univariate case, whether or not the distribution is uniquely determined by its moments. In this paper, we summarize, unify and extend some results that are widely scattered in the mathematical and statistical literature. We present some new results showing how to use univariate criteria together with other arguments to characterize the moment (in)determinacy of multivariate distributions. Among our examples are some classical multivariate distributions including the class of elliptically contoured distributions. Kotz-type distributions receive particular attention. We also describe some Stieltjes classes comprising distinct multivariate distributions that all possess the same set of moments. Some challenging open questions in this area are briefly outlined.
Author(s): Kleiber C, Stoyanov J
Publication type: Article
Journal: Journal of Multivariate Analysis
Print publication date: 17/06/2011
ISSN (print): 0047-259X
ISSN (electronic): 1095-7243
Publisher: Academic Press
Notes: Special Issue on Multivariate Distribution Theory in Memory of Samuel Kotz
Altmetrics provided by Altmetric