Stephen -
I searched the CIS database and came up with these (last 12 years):
Al
95AmerStat 49 64- 70 J
How to use tests for univariate normality to assess multivariate normality
Looney, Stephen W.
Kurtosis;Shapiro-Wilk test;Skewness
95CommStA 24 953- 985 J
Some $p$-variate adaptations of the Shapiro-Wilk test of normality
Mudholkar, Govind S.;Srivastava, Deo Kumar;Lin, C. Thomas
Multivariate analysis;Combining tests
94ApplStat 43 347- 355 J
Tests of linearity, multivariate normality and the adequacy of linear scores
Cox, D. R.;Wermuth, Nanny
Regression
94BiomtrcJ 36 603- 610 J
Testing multivariate normality in series experiments of incomplete blocks by
generalized Shapiro-Wilk test
Wagner, Wies{\l}aw;Brzeskwiniewicz, Henryk
Wagner, Wieslaw
94CommStA 23 1031-1045 J
On Mardia's kurtosis test for multivariate normality
Henze, Norbert
Power of a test;Consistency
92JStCmpSm 42 21- 38 J
A comparison of tests for multivariate normality that are based on measures
of multivariate skewness and kurtosis
Horswell, Ronald L.;Looney, Stephen W.
-----Original Message-----
From: [email protected]
[mailto:[email protected]]On Behalf Of Stephen P
Jenkins
Sent: Thursday, April 15, 2004 9:24 AM
To: [email protected]
Subject: st: multivariate normal distribution tests (was Wishart
distribution)
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> FEIVESON, ALAN H. (AL) (JSC-SK) (NASA)
> Sent: 15 April 2004 14:08
> To: '[email protected]'
> Subject: st: RE: Wishart distribution
>
>
> Naji - I assume that all you have is S, not the original data
> - otherwise you could test if the original data is
> distributed as multivariate Normal. Is this the case? Al Feiveson
Al et al.,
how would you test for multivariate normality? Do you have some
references please?
I am aware of some conditional moment tests for univariate normality,
but am not aware of multivariate tests.
thanks
Stephen
-------------------------------------------------------------
Professor Stephen P. Jenkins <[email protected]>
Institute for Social and Economic Research
University of Essex, Colchester CO4 3SQ, U.K.
Tel: +44 1206 873374. Fax: +44 1206 873151.
http://www.iser.essex.ac.uk
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]]On Behalf Of Naji Nassar
> (MIReS)
> Sent: Thursday, April 15, 2004 7:34 AM
> To: [email protected]
> Subject: st: Wishart distribution
>
>
> Hi all,
>
> Some question about covariance matrix and Wishart dist.
> I've a theorical covariance matrix S.
> Suppose X RandomNormal(N,p)*CholDecomposition(S) a random
> correlated variable.
> - What is the theoretical distribution of X covariance
> (Wishart(S,nobs)?)
> - How can I test whether an observed covariance (from a
> sample size) follow the theoretical distribution.
>
> Thanks & Best Regards
> Naji
>
>
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