On Using Asymptotic Critical Values in Testing for Multivariate Normality
by Christopher J. Mecklin and Daniel J. Mundfrom.
The purpose of this study was to examine the power of 8
promising tests of multivariate normality with a Monte Carlo
study. No single test was found to be the most powerful in all
situations. The use of the Henze-Zirkler test is recommended as a
formal test of multivariate normality. Supplementary procedures such as
Mardia's skewness and kurtosis measures and the chi-square plot are also
recommended for diagnosing possible deviations from normality.
Power comparison; Mardia's skewness and kurtosis;
Empirical characteristic function; Goodness-of-fit
Christopher J. Mecklin, email@example.com
Daniel J. Mundfrom, firstname.lastname@example.org
Hector F. Coronel-Brizio,email@example.com
READING THE ARTICLE: You can read the article in
portable document (.pdf) format (140487 bytes.)
NOTE: The content of this article is the intellectual property of the authors, who retains all rights to future publication.
This page has been accessed 3220 times since July 24, 2006.
Return to the Home Page.