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Robust Methods in the Assessment of Multivariate Normality
Author(s) -
Matthews J. N. S.
Publication year - 1984
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2347703
Subject(s) - normality , multivariate statistics , statistics , multivariate normal distribution , multivariate analysis , mathematics , econometrics
SUMMARY Royston (1983) extended the Shapiro–Wilk W ‐test of Normality to the multivariate case and analysed several datasets. This note investigates one of the datasets using the robust multivariate methods of Campbell (1980). The latter approach complements the findings of the former and may have some advantages to offer from a practical view.