Testing multivariate normality

Cited in

(25)

A consistent test for multivariate normality based on the empirical characteristic function
Data driven smooth tests for bivariate normality
Tests for multivariate normality -- a critical review with emphasis on weighted L^2-statistics
A characterization of multivariate normal distribution and its application
A normality criterion for random vectors based on independence
Invariant tests for multivariate normality: A critical review
A test for bivariate normality with applications in microeconometric models
F-probability plot and its application to multivariate normality
Smooth tests of goodness of fit for regular distributions
Optimal design of accelerated life testing plans for periodical replacement with penalty
Assessing multivariate normality: a compendium
Testing multivariate normality by simulation
Some empirical distribution function tests for multivariate normality
Chi-square tests for multivariate normality with application to common stock prices
Tests for multinormality with applications to time series
Testing for multivariate normality via univariate tests: A case study using lead isotope ratio data
A New Graphical Test for Multivariate Normality
Asymptotic theory for the test for multivariate normality by Cox and Small
An Appraisal and Bibliography of Tests for Multivariate Normality
Some p-variate adaptations of the shapiro-wilk test of normality
Isochronous Gaussian sampling: from inception to implementation
Testing normality in any dimension by Fourier methods in a multivariate Stein equation
A multitest procedure for testing MTP2 for Gaussian distributions
The dual PC algorithm and the role of Gaussianity for structure learning of Bayesian networks
Tests of multinormality based on location vectors and scatter matrices

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