Robust Methods in the Assessment of Multivariate Normality

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.

Publication
Journal of the Royal Statistical Society: Series C (Applied Statistics) 1984; 33(3):272-277

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