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An Omnibus Test for Univariate and Multivariate Normality

An Omnibus Test for Univariate and Multivariate Normality

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_miscellaneous_37045207

An Omnibus Test for Univariate and Multivariate Normality

About this item

Full title

An Omnibus Test for Univariate and Multivariate Normality

Publisher

Oxford, UK: Blackwell Publishing Ltd

Journal title

Oxford bulletin of economics and statistics, 2008-12, Vol.70 (s1), p.927-939

Language

English

Formats

Publication information

Publisher

Oxford, UK: Blackwell Publishing Ltd

More information

Scope and Contents

Contents

We suggest a convenient version of the omnibus test for normality, using skewness and kurtosis based on Shenton and Bowman [Journal of the American Statistical Association (1977) Vol. 72, pp. 206–211], which controls well for size, for samples as low as 10 observations. A multivariate version is introduced. Size and power are investigated in compar...

Alternative Titles

Full title

An Omnibus Test for Univariate and Multivariate Normality

Authors, Artists and Contributors

Identifiers

Primary Identifiers

Record Identifier

TN_cdi_proquest_miscellaneous_37045207

Permalink

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_miscellaneous_37045207

Other Identifiers

ISSN

0305-9049

E-ISSN

1468-0084

DOI

10.1111/j.1468-0084.2008.00537.x

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