Related papers: Testing multivariate normality by testing independence

Testing multivariate normality by testing independence

URL: http://arxiv.org/abs/2311.11575v2
Date: Sat, 23 Dec 2023 08:20:12 GMT
Title: Testing multivariate normality by testing independence
Authors: Povilas Daniu\v{s}is
Abstract summary: We propose a simple multivariate normality test based on Kac-Bernstein's characterization, which can be conducted by utilising existing statistical independence tests for sums and differences of data samples. We also perform its empirical investigation, which reveals that for high-dimensional data, the proposed approach may be more efficient than the alternative ones.
Score: 0.0
License: http://creativecommons.org/licenses/by/4.0/
Abstract: We propose a simple multivariate normality test based on Kac-Bernstein's characterization, which can be conducted by utilising existing statistical independence tests for sums and differences of data samples. We also perform its empirical investigation, which reveals that for high-dimensional data, the proposed approach may be more efficient than the alternative ones. The accompanying code repository is provided at \url{https://shorturl.at/rtuy5}.

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