Consistency of some tests for multivariate normality (Q918087): Difference between revisions

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+A consistent test for multivariate normality based on the empirical characteristic function
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+Testing for normality in arbitrary dimension
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+The non-singularity of generalized sample covariance matrices
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+A test for normality based on the empirical characteristic function
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+A Test of the Gaussian-ness of a Data Set Using Clustering
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+A note on the asymptotic distribution of mardia's measure of multivariate kurtosis
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+Assessing multivariate normality: a compendium
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+An alternative formulation of Neyman's smooth goodness of fit tests under composite alternatives
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+Tests for the Bivariate Normal Distribution in Econometric Models with Selectivity
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+Two statistics for testing for multivariate normality
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+Some empirical distribution function tests for multivariate normality
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+Some new tests for multivariate normality
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+Testing multivariate normality using several samples: applications techniques
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+Some Techniques for Assessing Multivarate Normality Based on the Shapiro- Wilk W
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+On assessing multivariate normality based on Shapiro-Wilk W statistic
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+Most powerful invariant tests for binormality
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