A characterization of a Cauchy family on the complex space
Statistics Theory
2014-02-11 v1 Statistics Theory
Abstract
It is shown that a family of distributions on the complex space is characterized as the only family such that the orbit of one distribution under a certain group of transformations on the complex space is the same as that under the group of affine transformations. The resulting family is compared with some existing families.
Keywords
Cite
@article{arxiv.1402.1905,
title = {A characterization of a Cauchy family on the complex space},
author = {Shogo Kato and Peter McCullagh},
journal= {arXiv preprint arXiv:1402.1905},
year = {2014}
}