On assessing multivariate normality based on shapiro-wilk W statistic

M. S. Srivastava and T. K. Hui

Statistics & Probability Letters, 1987, vol. 5, issue 1, 15-18

Abstract: Shapiro and Wilk's (1965) W statistic has been found to be the best omnibus test for detecting departures from univariate normality. Royston (1983) extends the application of W to testing multivariate normality but the procedure involves a certain approximation which needs to be justified. The procedures proposed in the present paper do not need such an approximation. The asymptotic null distributions are also given. Finally, a numerical example is used to illustrate the procedures.

Keywords: Shapiro-Wilk; statistic; multivariate; normality; Johnson's; transformation; principal; components (search for similar items in EconPapers)
Date: 1987
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Citations: View citations in EconPapers (7)

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