IIMA Institutional Repository
This Institutional Repository has been created to collect, preserve and distribute the scholarly output of Indian Institute of Management, Ahmedabad. This will work as an important tool to facilitate scholarly communication and preserve the institution knowledge. The Vikram Sarabhai Library is proud to be hosting the repository for the dissemination and preservation of this valuable knowledge resource of the IIMA community.
Please use this identifier to cite or link to this item:
http://hdl.handle.net/11718/202| Title: | A general method for constructing a test of multivariate normality |
| Authors: | Desai, Tejas A. |
| Keywords: | Anderson-Darling test;Cramer-Von-Mises test;Kolmogorov-Smirnov test;Missingness at Random (MAR);Multivariate normality;Shapiro-Wilk test |
| Issue Date: | 13-Aug-2009 |
| Series/Report no.: | WP;2006-12-04 |
| Abstract: | We present a general method of constructing a test of multivariate normality using any given test of univariate normality of complete or randomly incomplete data. A simulation study considers multivariate tests constructed using the univariate versions of the Shapiro-Wilk, Kolmogorov-Smirnov, Cramer-Von-Mises, and Anderson-Darling tests. |
| URI: | http://hdl.handle.net/11718/202 |
| Appears in Collections: | Working Papers |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 2006-12-04_tdesai.pdf | 144.73 kB | Adobe PDF | View/Open |
Items in IIMA Institutional Repository are protected by copyright, with all rights reserved, unless otherwise indicated.