A characterization of multivariate normality through univariate projections |
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| Authors: | Yongzhao Shao Ming Zhou |
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| Affiliation: | aDivision of Biostatistics, New York University SOM, 650 First Avenue, New York, NY 10016, USA;bDepartment of Statistics, Iowa State University, Ames, IA 50011, USA |
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| Abstract: | 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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| Keywords: | AMS 2010 subject classifications: primary, 62E10, 62E15 secondary, 62H10 |
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