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A characterization of multivariate normality through univariate projections. (English) Zbl 1198.62045

Summary: This paper introduces a new characterization of multivariate normality of a random vector based on univariate normality of linear combinations of its components.

MSC:

62H05 Characterization and structure theory for multivariate probability distributions; copulas
62E15 Exact distribution theory in statistics
62H10 Multivariate distribution of statistics
62E10 Characterization and structure theory of statistical distributions
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References:

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