An Appraisal and Bibliography of Tests for Multivariate Normality

By Christopher J. Mecklin, Daniel J. Mundfrom. 2004

157 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/23c404061a57c6aa7dd15fa2781eb89f788ca1b8

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Izabela Regina Cardoso de Oliveira
2. Daniel Furtado Ferreira
3. Daniel J. Mundfrom
4. Christopher J. Mecklin

In Statistics and Probability

1. Izabela Regina Cardoso de Oliveira
2. Daniel Furtado Ferreira
3. Daniel J. Mundfrom
4. Christopher J. Mecklin
5. C. Zygmont
6. Mario R. Smith

Citations in the corpus

• Multivariate extension of chi-squared univariate normality test (2010, result): “When compared with the amount of work done in developing these tests, relatively little work has been done in evaluating the quality and power of the procedures [12].”
• A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality (2005, background): “[5], Gnanadesikan [16], Mardia [17], Koziol [18], Henze [19], and Mecklin and Mundfrom [20], of the literature exist.”