Multivariate Normality, Tests of

作者: Henry C. Thode

DOI: 10.1002/0470011815.B2A13055

关键词:

摘要: Testing for multivariate normality in a sample of observations presents greater difficulty than testing univariate normality. Tests are mostly based on either the unique properties normality, generalizations tests or goodness-of-fit. Several methods assessing presented here, with focus those that easily applied and/or have good power properties. Some plots can be used subjectively determining also described. Keywords: squared radii; Q–Q plots; multivariate skewness; multivariate kurtosis; regression tests; correlation tests; Shapiro–Wilk test

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