A characterization of multivariate normality through univariate projections

DOI10.1016/J.JMVA.2010.04.015MaRDI QIDQ604376zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Yongzhao Shao, Ming Zhou

Publication date 10 November 2010

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc3837532

zbMATH Keywords

goodness of fitlinear combination of componentsmarginal distributionmultivariate normal distributionnon-normality

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Exact distribution theory in statistics (62E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10)

Cites work

• Characterization of the \(p\)-generalized normal distribution
• Establishing the Positive Definiteness of the Sample Covariance Matrix
• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
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• On the Determination of the Bivariate Normal Distribution from Distributions of Linear Combinations of the Variables
• The multivariate normal distribution
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Cited in

(9)

• Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data
• Testing multinormality based on low-dimensional projection
• Univariate likelihood projections and characterizations of the multivariate normal distribution
• A note on Gaussian distributions in \(\mathbb R^n\)
• scientific article; zbMATH DE number 3942783 (Why is no real title available?)
• On some counter examples of the bivariate and multivariate normal distributions: A brief survey
• A powerful test for multivariate normality
• Letter to the editor
• An exact projection pursuit-based algorithm for multivariate two-sample nonparametric testing applicable to retrospective and group sequential studies

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