A normality criterion for random vectors based on independence

DOI10.1016/S0167-7152(96)00124-1MaRDI QIDQ1380583zbMATH OpenFDO

Authors Mariano J. Valderrama, Ana M. Aguilera

Publication date 9 December 1998

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

Full work available at URL https://doi.org/10.1016/S0167-7152(96)00124-1

zbMATH Keywords

Brownian motionGaussian random vectorindependenceprincipal componentssimulationSkitovich's theorem

Mathematics Subject Classification ID

Brownian motion (60J65) Factor analysis and principal components; correspondence analysis (62H25)

Recommendations

• A characterization of the normal distribution by the independence of a pair of random vectors
• Distribution of independent random vectors whose sum is approximately normal
• scientific article; zbMATH DE number 3998865
• Maxima of normal random vectors: Between independence and complete dependence
• On characterizations of the normal distribution by independence property
• scientific article; zbMATH DE number 4211154
• scientific article; zbMATH DE number 6285780
• Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors

Cites work

• Approximations to Joint Distributions of Definite Quadratic Forms
• Blockwise bootstrapped empirical process for stationary sequences
• scientific article; zbMATH DE number 4056803 (Why is no real title available?)
• scientific article; zbMATH DE number 3180575 (Why is no real title available?)
• Measures of multivariate skewness and kurtosis with applications
• On the Gaussian characterization of certain second-order processes with specified covariance
• On the Independence of Linear Functionals of Linear Processes
• Testing multivariate normality

Cited in

(1)

• Bivariate, multivariate, and matrix variate normal characterizations: A brief survey II

This page was built for publication: A normality criterion for random vectors based on independence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1380583)