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A graphical method for assessing multivariate normality

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  • H. Holgersson

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  • H. Holgersson, 2006. "A graphical method for assessing multivariate normality," Computational Statistics, Springer, vol. 21(1), pages 141-149, March.
    • Handle: RePEc:spr:compst:v:21:y:2006:i:1:p:141-149
    DOI: 10.1007/s00180-006-0256-9
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    References listed on IDEAS

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    1. Koenker, Roger & Bassett, Gilbert, Jr, 1982. "Robust Tests for Heteroscedasticity Based on Regression Quantiles," Econometrica, Econometric Society, vol. 50(1), pages 43-61, January.
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    Cited by:

    1. Brian Francis & Jiayi Liu, 2015. "Modelling escalation in crime seriousness: a latent variable approach," METRON, Springer;Sapienza Università di Roma, vol. 73(2), pages 277-297, August.
    2. Takayuki Yamada & Tetsuto Himeno, 2019. "Estimation of multivariate 3rd moment for high-dimensional data and its application for testing multivariate normality," Computational Statistics, Springer, vol. 34(2), pages 911-941, June.
    3. Wangli Xu & Yanwen Li & Dawo Song, 2013. "Testing normality in mixed models using a transformation method," Statistical Papers, Springer, vol. 54(1), pages 71-84, February.
    4. 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.

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