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http://dx.doi.org/10.5351/KJAS.2004.17.1.035

An Approximate Shapiro -Wilk Statistic for Testing Multivariate Normality  

김남현 (홍익대학교 기초과학과)
Publication Information
The Korean Journal of Applied Statistics / v.17, no.1, 2004 , pp. 35-47 More about this Journal
Abstract
In this paper, we generalizes Kim and Bickel(2003)'s statistic for bivariate normality to that of multinormality, applying Fattorini(1986)'s method. Fattorini(1986) generalized Shapiro-Wilk's statistic for univariate normality to multivariate cases. The proposed statistic could be considered as an approximate statistic to Fattorini(1986)'s. It can be used even for a big sample size. Power performance of the proposed test is assessed in a Monte Carlo study.
Keywords
Multivariate normality; Shapiro -Wilk statistic; Invariance;
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Times Cited By KSCI : 1  (Citation Analysis)
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