On assessing multivariate normality based on Shapiro-Wilk W statistic

DOI10.1016/0167-7152(87)90019-8zbMath0613.62065OpenAlexW2028818971MaRDI QIDQ1819499

T. K. Hui, Muni S. Srivastava

Publication date: 1987

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(87)90019-8

zbMATH Keywords

testing multivariate normalityomnibus testasymptotic null distributionsJohnson's transformationShapiro-Wilk W statistic

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Related Items (26)

Multivariate discrete distributions induced by an urn scheme, linear Diophantine equations, unbiased estimating, testing and applications ⋮ Assessing Normality of High-Dimensional Data ⋮ A Necessary Power Divergence Type Family Tests of Multivariate Normality ⋮ Smooth tests of goodness of fit for regular distributions ⋮ An Appraisal and Bibliography of Tests for Multivariate Normality ⋮ A robustified Jarque-Bera test for multivariate normality ⋮ Some p-variate adaptations of the shapiro-wilk test of normality ⋮ Consistency of some tests for multivariate normality ⋮ A note on Srivastava and Hui's tests of multivariate normality ⋮ A new goodness of fit test for multivariate normality ⋮ A generalized Shapiro-Wilk \(W\) statistic for testing high-dimensional normality ⋮ On characterizations of distributions by mean absolute deviation and variance bounds ⋮ New tests for multivariate normality based on Small's and Srivastava's graphical methods ⋮ On the distributions of multivariate sample skewness ⋮ On tests for multivariate normality and associated simulation studies ⋮ Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics ⋮ Using principal components to test normality of high-dimensional data ⋮ Some results on lower variance bounds useful in reliability modeling and estimation ⋮ A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality ⋮ On the asymptotic normality of test statistics using Song's kurtosis ⋮ Modified Jarque-Bera type tests for multivariate normality in a high-dimensional framework ⋮ Characterization of Continuous Distributions by Variance Bound and Its Implications to Reliability Modeling and Catastrophe Theory ⋮ Goodness-of-Fit Tests for Multivariate Distributions ⋮ Regression models with unknown singular covariance matrix ⋮ A Comparison of Permutation Hotelling'sT²Test and Log-Ratio Test for Analyzing Compositional Data ⋮ Simulation Study on Improved Shapiro–Wilk Tests for Normality

Cites Work

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• Some Techniques for Assessing Multivarate Normality Based on the Shapiro- Wilk W
• An Extension of Shapiro and Wilk's W Test for Normality to Large Samples
• Plotting squared radii
• An analysis of variance test for normality (complete samples)
• Measures of multivariate skewness and kurtosis with applications
• TESTS OF SIGNIFICANCE IN MULTIVARIATE ANALYSIS
• SYSTEMS OF FREQUENCY CURVES GENERATED BY METHODS OF TRANSLATION

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