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Journal Article

Some Techniques for Assessing Multivarate Normality Based on the Shapiro- Wilk W

J. P. Royston
Journal of the Royal Statistical Society. Series C (Applied Statistics)
Vol. 32, No. 2 (1983), pp. 121-133
Published by: Wiley for the Royal Statistical Society
DOI: 10.2307/2347291
Stable URL: http://www.jstor.org/stable/2347291
Page Count: 13
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Some Techniques for Assessing Multivarate Normality Based on the Shapiro- Wilk W
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Abstract

Shapiro and Wilk's (1965) W test is a powerful procedure for detecting departures from univariate normality. The present paper extends the application of W to testing multivariate normality, and also to Healy's (1968) test based on squared radii. Three examples illustrate the approach, and also the utility of careful scrutiny of lower-dimensional subsets of the data where otherwise unsuspected departures from normality may appear.

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