Multivariate normality testing plays a critical role in modern statistical analysis by evaluating whether a multivariate dataset conforms to the assumptions of a normal distribution. Such assessments ...

Multivariate models more general than the standard multivariate linear model have received considerable attention in both the statistical and econometric literature; see Srivastava (1966, 1967, 1968) ...

We discuss procedures for assessing multivariate normality based on properties of radii and angles of the multivariate normal distribution, and suggest that different procedures may be efficiently ...

In many applications, the manifest variables are not even approximately multivariate normal. If this happens to be the case with your data set, the default generalized least-squares and maximum ...