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An Appraisal and Bibliography of Tests for Multivariate Normality
Author(s) -
Mecklin Christopher J.,
Mundfrom Daniel J.
Publication year - 2004
Publication title -
international statistical review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.051
H-Index - 54
eISSN - 1751-5823
pISSN - 0306-7734
DOI - 10.1111/j.1751-5823.2004.tb00228.x
Subject(s) - univariate , multivariate statistics , normality , multivariate analysis , statistics , normality test , goodness of fit , multivariate normal distribution , set (abstract data type) , bibliography , multivariate analysis of variance , econometrics , mathematics , computer science , statistical hypothesis testing , library science , programming language
Summary 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.