A correlation type procedure for assessing multivariate normality |
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| Authors: | Kao-Tai Tsai James A. Koziol |
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| Affiliation: | 1. AT&2. T Bell Laboratories , Murray Hill, New Jersey, 07974;3. Research Institute of Scripps Clinic , La Jolla, California, 92037 |
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| Abstract: | A correlation-type statistic for assessing multivariate normality is described. Its estimated finite sample distribution is tabulated, and its performance against certain alternatives is compared with that of a competing Cramer-von Mises type statistic in a Monte Carlo power study. A set of quadrivariate data is examined as illustration of the procedure. |
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| Keywords: | goodness of fit Mahalanobis distances |
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