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Robust Methods in the Assessment of Multivariate Normality

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  • J. N. S. Matthews

Abstract

Royston (1983) extended the Shapiro–Wilk W‐test of Normality to the multivariate case and analysed several datasets. This note investigates one of the datasets using the robust multivariate methods of Campbell (1980). The latter approach complements the findings of the former and may have some advantages to offer from a practical view.

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  • J. N. S. Matthews, 1984. "Robust Methods in the Assessment of Multivariate Normality," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 33(3), pages 272-277, November.
    • Handle: RePEc:bla:jorssc:v:33:y:1984:i:3:p:272-277
    DOI: 10.2307/2347703
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