A characterization of multivariate normality through univariate projections

DOI10.1016/J.JMVA.2010.04.015zbMATH Open1198.62045DBLPjournals/ma/ShaoZ10OpenAlexW2020763192WikidataQ42872587 ScholiaQ42872587MaRDI QIDQ604376FDOQ604376

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

multivariate normal distributionmarginal distributionnon-normalitygoodness of fitlinear combination of components

Mathematics Subject Classification ID

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

Cites Work

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• Measure Theory and Probability Theory
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• The multivariate normal distribution
• The non-singularity of generalized sample covariance matrices
• Establishing the Positive Definiteness of the Sample Covariance Matrix
• On the Determination of the Bivariate Normal Distribution from Distributions of Linear Combinations of the Variables
• Characterization of the \(p\)-generalized normal distribution

Cited In (9)

• Letter to the editor
• On some counter examples of the bivariate and multivariate normal distributions: A brief survey
• Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data
• Testing multinormality based on low-dimensional projection
• An exact projection pursuit-based algorithm for multivariate two-sample nonparametric testing applicable to retrospective and group sequential studies
• A note on Gaussian distributions in \(\mathbb R^n\)
• Title not available (Why is that?)
• A powerful test for multivariate normality
• Univariate likelihood projections and characterizations of the multivariate normal distribution

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