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目前显示的是标签为“Multivariate Normality”的博文

On Rotational Robustness of Shapiro-Wilk Type Tests for Multivariate Normality

Read full paper at: http://www.scirp.org/journal/PaperInformation.aspx?PaperID=52860#.VKtBMMnQrzE Author(s)    Richie Lee , Meng Qian , Yongzhao Shao Affiliation(s) Division of Biostatistics, New York University School of Medicine, New York, USA . ABSTRACT The Shapiro-Wilk test (SWT) for normality is well known for its competitive power against numerous one-dimensional alternatives. Several extensions of the SWT to multi-dimensions have also been proposed. This paper investigates the relative strength and rotational robustness of some SWT-based normality tests. In particular, the Royston’s H-test and the SWT-based test proposed by Villase?or-Alva and González-Estrada have R packages available for ...