Assessing multivariate normality: a compendium

DOI10.1080/03610928608829277zbMath0603.62056MaRDI QIDQ3740052

James A. Koziol

Publication date: 1986

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928608829277

zbMATH Keywords

consistency; kurtosis; skewness; open problems; radii; exploratory data analysis; goodness of fit; angles; invariance considerations; Shapiro-Wilk; ordering principles; assessing multivariate normality; confirmatory data analysis

Mathematics Subject Classification ID

62H05: Characterization and structure theory for multivariate probability distributions; copulas

62E99: Statistical distribution theory

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Testing for multivariate normality via univariate tests: A case study using lead isotope ratio data, A New Graphical Test for Multivariate Normality, A test for multivariate structure, An Appraisal and Bibliography of Tests for Multivariate Normality, A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality, Tests of multinormality based on location vectors and scatter matrices, Consistency of some tests for multivariate normality, Data driven smooth tests for bivariate normality, A multivariate Kolmogorov-Smirnov test of goodness of fit, Invariant tests for multivariate normality: A critical review, Multigaussian kriging for point-support estimation: incorporating constraints on the sum of the kriging weights, Goodness of fit in multidimensions based on nearest neighbour distances, Smooth tests of goodness of fit for regular distributions, A class of invariant consistent tests for multivariate normality, Families of neighbour designs and their analysis, Properties of two tests for outliers in multivariate data

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