A characterization of multivariate normality through univariate projections

JOURNAL OF MULTIVARIATE ANALYSIS

卷:101

Article

Shao, Yongzhao^1,2  Zhou, Ming² 

[1] New York Univ SOM, Div Biostat, New York, NY 10016 USA

[2] Iowa State Univ, Dept Biostat, Ames, IA 50011 USA

关键词: Goodness of fit;    Linear combination of components;    Marginal distribution;    Multivariate normal distribution;    Non-normality;   

DOI  :  10.1016/j.jmva.2010.04.015

来源: Elsevier

【 摘 要 】

This paper introduces a new characterization of multivariate normality of a random vector based on univariate normality of linear combinations of its components. (C) 2010 Elsevier Inc. All rights reserved.

【 授权许可】

Free