A correlation type procedure for assessing multivariate normality
- 1 January 1988
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Simulation and Computation
- Vol. 17 (2), 637-651
- https://doi.org/10.1080/03610918808812683
Abstract
A correlation-type statistic for assessing multivariate normality is described. Its estimated finite sample distribution is tabulated, and its performance against certain alternatives is compared with that of a competing Cramer-von Mises type statistic in a Monte Carlo power study. A set of quadrivariate data is examined as illustration of the procedure.Keywords
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