A characterization of multivariate normality through univariate projections

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

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Year of publication:	2010
Authors:	Shao, Yongzhao ; Zhou, Ming
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 101.2010, 10, p. 2637-2640
Publisher:	Elsevier
Keywords:	Goodness of fit Linear combination of components Marginal distribution Multivariate normal distribution Non-normality

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008861540