A characterization of multivariate normality through univariate projections

Yongzhao Shao and Ming Zhou

Journal of Multivariate Analysis, 2010, vol. 101, issue 10, 2637-2640

Abstract: This paper introduces a new characterization of multivariate normality of a random vector based on univariate normality of linear combinations of its components.

Keywords: Goodness; of; fit; Linear; combination; of; components; Marginal; distribution; Multivariate; normal; distribution; Non-normality (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (6)

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