A characterization of multivariate normal distribution and its application

DOI10.1016/S0167-7152(95)00238-3zbMath0891.62037MaRDI QIDQ1359754

Jia-Juan Liang, Kai-Tai Fang, Zhen-Hai Yang

Publication date: 11 June 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

multivariate normal distribution; spherical distribution; characterization of multinormality

Mathematics Subject Classification ID

62H15: Hypothesis testing in multivariate analysis

62H05: Characterization and structure theory for multivariate probability distributions; copulas

Related Items

Bivariate, multivariate, and matrix variate normal characterizations: A brief survey II, Generalized \(T_{3}\)-plot for testing high-dimensional normality, Characterization-based Q--Q plots for testing multinormality

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