Notes: A characterization of multivariate normality through univariate projections

  • Authors:

  • Yongzhao Shao;Ming Zhou

  • Affiliations:

  • Division of Biostatistics, New York University SOM, 650 First Avenue, New York, NY 10016, USA and Department of Statistics, Iowa State University, Ames, IA 50011, USA;Department of Statistics, Iowa State University, Ames, IA 50011, USA

  • Venue:
  • Journal of Multivariate Analysis
  • Year:
  • 2010

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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.