A characterization of multivariate normal distribution and its application

DOI10.1016/S0167-7152(95)00238-3zbMath0891.62037OpenAlexW2089867491MaRDI QIDQ1359754

Jia-Juan Liang, Kai-Tai Fang, Zhen-Hai Yang

Publication date: 11 June 1998

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(95)00238-3

zbMATH Keywords

multivariate normal distributionspherical distributioncharacterization of multinormality

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (4)

Generalized \(T_{3}\)-plot for testing high-dimensional normality ⋮ A Q–Q plot for detecting non-multinormality based on a normal characterization and the S–W statistic ⋮ Bivariate, multivariate, and matrix variate normal characterizations: A brief survey II ⋮ Characterization-based Q--Q plots for testing multinormality

Cites Work

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• A comparative study of goodness-of-fit tests for multivariate normality
• Conditional probability integral transformations and goodness-of-fit tests for multivariate normal distributions
• The conditional probability integral transformation and applications to obtain composite chi-square goodness-of-fit tests
• A test for multivariate normality based on sample entropy and projection pursuit
• Testing multivariate normality
• On characterizing the normal distribution by Student's law
• Matricvariate Generalizations of the Multivariate $t$ Distribution and the Inverted Multivariate $t$ Distribution

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