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Some Techniques for Assessing Multivarate Normality Based on the Shapiro‐Wilk W

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  • J. P. Royston

Abstract

Shapiro and Wilk's (1965) W test is a powerful procedure for detecting departures from univariate normality. The present paper extends the application of W to testing multivariate normality, and also to Healy's (1968) test based on squared radii. Three examples illustrate the approach, and also the utility of careful scrutiny of lower‐dimensional subsets of the data where otherwise unsuspected departures from normality may appear.

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  • J. P. Royston, 1983. "Some Techniques for Assessing Multivarate Normality Based on the Shapiro‐Wilk W," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 32(2), pages 121-133, June.
    • Handle: RePEc:bla:jorssc:v:32:y:1983:i:2:p:121-133
    DOI: 10.2307/2347291
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