Invariant tests for multivariate normality: a critical review

Norbert Henze

Statistical Papers, 2002, vol. 43, issue 4, 467-506

Keywords: Tests for multivariate normality; affine invariance; consistency; multivariate skewness; multivariate kurtosis; Roy’s union-intersection principle; empirical characteristic function; angles and radii; projection pursuit; locally best invariant test; 62G10; 62F05 (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (46)

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DOI: 10.1007/s00362-002-0119-6

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