A general method for constructing a test of multivariate normality

04/12/2006

A general method for constructing a test of multivariate normality

Desai Tejas A

Working Papers

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We 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.

IIMA