This paper is a review of many of the dozens of procedures
currently available for testing a data set for goodness-of-fit to
the multivariate normal distribution. A majority of the
procedures can be placed into one of four basic categories. Most
procedures are multivariate extensions or adaptations of
procedures used for testing univariate normality. Results of
several power studies are summarized, and an extensive
bibliography of literature pertaining to testing for multivariate
normality is provided.
Publié le : 2004-04-14
Classification:
Multivariate normality,
Skewness and kurtosis,
Goodness-of-fit,
Empirical characteristic function
@article{1079360118,
author = {Mecklin, Christopher J. and Mundfrom, Daniel J.},
title = {An Appraisal and Bibliography of Tests for Multivariate Normality},
journal = {Internat. Statist. Rev.},
volume = {72},
number = {1},
year = {2004},
pages = { 123-138},
language = {en},
url = {http://dml.mathdoc.fr/item/1079360118}
}
Mecklin, Christopher J.; Mundfrom, Daniel J. An Appraisal and Bibliography of Tests for Multivariate Normality. Internat. Statist. Rev., Tome 72 (2004) no. 1, pp. 123-138. http://gdmltest.u-ga.fr/item/1079360118/