Sankhya: The Indian Journal of Statistics

1995, Volume 57, Series A, Pt. 2, pp. 167--178

CHARACTERIZATIONS BASED ON REGRESSION PROPERTIES : IMPROVED VERSIONS OF RECENT RESULTS

By

 C. RADHAKRISHNA RAO, The Pennsylvania State University

and

D. N. SHANBAG, University of Sheffield

SUMMARY.  We give improved versions of recent characterization results given by Wesolowski (1987), Kagan and Rao (1988), and Kagan (1989). The tools employed by us to achieve this may also be used elsewhere to obtain several other results of similar nature.

AMS (1991) subject classification.  Primary 60E05, secondary 62E10.

Key words and phrases. Constancy of regression, Kagan-Linnik- Rao theorem, normal distribution, Gamma distribution, exchangeable random variables, de Finetti's theorem.

Full paper (PDF)

This article in mathematical reviews.