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Testing multivariate normality by testing independence

arXiv 2311.11575 ↗First posted 20 Nov 2023stat.ME cs.LGcited by 0

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Abstract (arXiv)

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 urlhttps://shorturl.at/rtuy5.

Key facts. No citing papers in the map yet (data through 7 Oct 2026). Builds on 2 of its 14 references that are in the map. First posted on arXiv 20 Nov 2023.

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2 of 14 references.

References · 2

  1. 2014Non-linear Causal Inference using Gaussianity Measurescited by 4
  2. 2022Measuring Statistical Dependencies via Maximum Norm and Characteristic Functionscited by 1

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