A normality criterion for random vectors based on independence (Q1380583)
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scientific article; zbMATH DE number 1125668
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A normality criterion for random vectors based on independence |
scientific article; zbMATH DE number 1125668 |
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A normality criterion for random vectors based on independence (English)
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9 December 1998
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principal components
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Gaussian random vector
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independence
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Skitovich's theorem
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Brownian motion
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simulation
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0.9269463
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0.8870807
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0.87095755
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0.87086725
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