Multivariate normality testing plays a critical role in modern statistical analysis by evaluating whether a multivariate dataset conforms to the assumptions of a normal distribution. Such assessments ...

Sankhyā: The Indian Journal of Statistics, Series B (1960-2002), Vol. 51, No. 3 (Dec., 1989), pp. 425-428 (4 pages) A two-stage analogue of the chi-square test for the mean of a multivariate normal ...

In many applications, the manifest variables are not even approximately multivariate normal. If this happens to be the case with your data set, the default generalized least-squares and maximum ...