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The Tests for Multivariate Normality

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Abstract

The purpose of this chapter is to give a comprehensive theory for tests of multivariate normality analogous to the univariate normality discussed in the previous chapter.

First two sections of this chapter is based on Takeuchi (1974a) Tests on multivariate normality. Journal of Economics (Keizaigaku Ronshū) 40, 83–89. The last section was published as an independent paper Takeuchi (1974b) A test for multivariate normality. Behaviormetrika 1, 59–64.

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References

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  • Takeuchi, K.: A test for multivariate normality. Behaviormetrika 1, 59–64 (1974b)

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Authors and Affiliations

  1. Professor Emeritus, The University of Tokyo, Bunkyo-ku, Tokyo, Japan

    Kei Takeuchi

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  1. Kei Takeuchi
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Correspondence to Kei Takeuchi .

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Takeuchi, K. (2020). The Tests for Multivariate Normality. In: Contributions on Theory of Mathematical Statistics. Springer, Tokyo. https://doi.org/10.1007/978-4-431-55239-0_11

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