A general method for constructing a test of multivariate normality

dc.contributor.author	Desai, Tejas A.
dc.date.accessioned	2009-08-13T07:14:40Z
dc.date.available	2009-08-13T07:14:40Z
dc.date.copyright	2006-12
dc.date.issued	2009-08-13T07:14:40Z
dc.identifier.uri	http://hdl.handle.net/11718/202
dc.description.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.	en
dc.language.iso	en	en
dc.relation.ispartofseries	WP;2006-12-04
dc.subject	Anderson-Darling test	en
dc.subject	Cramer-Von-Mises test	en
dc.subject	Kolmogorov-Smirnov test	en
dc.subject	Missingness at Random (MAR)	en
dc.subject	Multivariate normality	en
dc.subject	Shapiro-Wilk test	en
dc.title	A general method for constructing a test of multivariate normality	en
dc.type	Working Paper	en