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 \url{https://shorturl.at/rtuy5}.
翻译:我们提出了一种基于Kac-Bernstein特征的简单多元正态性检验方法,该方法可利用现有统计独立性检验对数据样本的和与差进行检验。我们还进行了实证研究,结果表明对于高维数据,所提出的方法可能比替代方法更高效。附带的代码仓库见\url{https://shorturl.at/rtuy5}。