# Testing multivariate normality by testing independence

arXiv: https://arxiv.org/abs/2311.11575 · HTML: https://mlsanity.com/paper/2311.11575/

## Key facts

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

## Builds on (most cited first, 2 of 2)

- [Non-linear Causal Inference using Gaussianity Measures](https://mlsanity.com/paper/1409.4573/) (2014)
- [Measuring Statistical Dependencies via Maximum Norm and Characteristic Functions](https://mlsanity.com/paper/2208.07934/) (2022)

## 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.