A normality criterion for random vectors based on independence

DOI10.1016/S0167-7152(96)00124-1zbMath0902.62068MaRDI QIDQ1380583

Ana M. Aguilera, Mariano J. Valderrama

Publication date: 9 December 1998

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

zbMATH Keywords

independencesimulationBrownian motionprincipal componentsGaussian random vectorSkitovich's theorem

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Brownian motion (60J65)

Related Items (1)

Bivariate, multivariate, and matrix variate normal characterizations: A brief survey II

Cites Work

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• Blockwise bootstrapped empirical process for stationary sequences
• On the Gaussian characterization of certain second-order processes with specified covariance
• Testing multivariate normality
• Approximations to Joint Distributions of Definite Quadratic Forms
• On the Independence of Linear Functionals of Linear Processes
• Measures of multivariate skewness and kurtosis with applications

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