{"title":"Testing multivariate Gaussianity with the characteristic function","authors":"A. Zoubir, C.L. Brown, B. Boashash","doi":"10.1109/HOST.1997.613563","DOIUrl":null,"url":null,"abstract":"A modification to a previously developed characteristic function based Gaussianity test is proposed. The power of the test is consequently improved. This test is then extended to the multivariate case, allowing it to be applied to correlated data. Monte Carlo simulations are performed to compare power with two other tests for multivariate Gaussianity, with encouraging results.","PeriodicalId":305928,"journal":{"name":"Proceedings of the IEEE Signal Processing Workshop on Higher-Order Statistics","volume":"31 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1997-07-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of the IEEE Signal Processing Workshop on Higher-Order Statistics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/HOST.1997.613563","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 3
Abstract
A modification to a previously developed characteristic function based Gaussianity test is proposed. The power of the test is consequently improved. This test is then extended to the multivariate case, allowing it to be applied to correlated data. Monte Carlo simulations are performed to compare power with two other tests for multivariate Gaussianity, with encouraging results.
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