A characterization of multivariate normality through univariate projections

ReductionCriterion and Multivariate Normality

Evaluating Multivariate Normality: A Graphical Approach

reasoning

Univariate and Multivariate Merit Factors

Merit factor of a binary sequence is reviewed, and constructions are described that appear to satisfy an asymptotic merit factor of 6.3421 . . .Multivariate merit factor is characterised and recursive Boolean constructions are presented which satisfy a non-vanishing asymptote in multivariate merit factor. Clifford merit factor is characterised as a generalisation of multivariate merit factor an...

Univariate and multivariate Pareto models

The Pareto distribution has long been recognized as a suitable model for many non-negative socio-economic variables. Univariate and multivariate variations abound. Some unification is possible by representing the Pareto variables in terms of independent gamma distributed components. Further unification is sometimes possible since some of the frequently used multivariate Pareto models share the ...

MVN package: Multivariate Normality Tests

Assessing the assumption of multivariate normality is required by many parametric multivariate statistical methods, such as discriminant analysis, principal component analysis, MANOVA, etc. Here, we present an R package to asses multivariate normality. The MVN package contains three most widely used multivariate normality tests, including Mardia’s, Henze-Zirkler’s and Royston’s multivariate nor...