© 1982 by Biometrika Trust
A class of invariant procedures for assessing multivariate normality
Departments of Mathematics and Medicine, University of California San Diego, La Jolla, California, U.S.A.
Distribution theory pertaining to a class of invariant procedures for assessing multivariate normality is described. A Cramér-von Mises type statistic belonging to this class is investigated in greater detail: its asymptotie distribution is tabulated and compared with a Monte Carlo simulation of its finite sample distribution, and a set of quadrivariate data is examined with it.
Key Words: Cramér-von Mises Generalized Mahalanobis distance Kolmogorov-Srnirnov Multivariate normality Weak convergence