On assessing multivariate normality based on shapiro-wilk W statistic
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Cited by:
- Jurgen A. Doornik & Henrik Hansen, 2008.
"An Omnibus Test for Univariate and Multivariate Normality,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 927-939, December.
- Jurgen A Doornik & Henrik Hansen, "undated". "An omnibus test for univariate and multivariate normalit," Economics Papers W4&91., Economics Group, Nuffield College, University of Oxford.
- Liang, Jiajuan & Tang, Man-Lai & Chan, Ping Shing, 2009. "A generalized Shapiro-Wilk W statistic for testing high-dimensional normality," Computational Statistics & Data Analysis, Elsevier, vol. 53(11), pages 3883-3891, September.
- Diego Norena-Chavez & Ruben Guevara, 2020. "Entrepreneurial Passion and Self-Efficacy as Factors Explaining Innovative Behavior: A Mediation Model," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(3), pages 352-373.
- Rebba, Ramesh & Mahadevan, Sankaran, 2006. "Validation of models with multivariate output," Reliability Engineering and System Safety, Elsevier, vol. 91(8), pages 861-871.
- Sándor Csörgő, 1989. "Consistency of some tests for multivariate normality," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 36(1), pages 107-116, December.
- Bruno Ebner & Norbert Henze, 2020. "Tests for multivariate normality—a critical review with emphasis on weighted $$L^2$$ L 2 -statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(4), pages 845-892, December.
- Kim, Namhyun, 2016. "A robustified Jarque–Bera test for multivariate normality," Economics Letters, Elsevier, vol. 140(C), pages 48-52.
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Keywords
Shapiro-Wilk statistic multivariate normality Johnson's transformation principal components;Statistics
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