Multivariate Normality test for colored data
Résumé
Performances of the Multivariate Kurtosis are investigated when applied to colored data, with or without Auto-Regressive pre-whitening, and with or without projection onto a lower-dimensional random subspace. Computer experiments demonstrate the importance of taking into account the possible color of the process in calculating the power of the normality test, in all the scenarios.
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IEEE_eusipco_conference_ElBouchSara_finalversion.pdf (367.43 Ko)
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conference_101719.pdf (341.22 Ko)
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