A general method for constructing a test of multivariate normality
AbstractWe present a general method of constructing a test of multivariate normality using any given test of univariate normality of complete or randomly incomplete data. A simulation study considers multivariate tests constructed using the univariate versions of the Shapiro-Wilk, Kolmogorov-Smirnov, Cramer-Von-Mises, and Anderson-Darling tests.
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Bibliographic InfoPaper provided by Indian Institute of Management Ahmedabad, Research and Publication Department in its series IIMA Working Papers with number WP2006-12-04.
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