Likelihood ratio tests for multivariate normality

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9 Citations (Scopus)


This paper presents some powerful omnibus tests for multivariate normality based on the likelihood ratio and the characterizations of the multivariate normal distribution. The power of the proposed tests is studied against various alternatives via Monte Carlo simulations. Simulation studies show our tests compare well with other powerful tests including multivariate versions of the Shapiro–Wilk test and the Anderson–Darling test.

Original languageEnglish
Pages (from-to)1923-1934
Number of pages12
JournalCommunications in Statistics - Theory and Methods
Issue number8
Publication statusPublished - 2018 Apr 18

Bibliographical note

Funding Information:
This research of the second author was supported by Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education [grant number NRF-R1D1A1A01056578].

Publisher Copyright:
© 2018 Taylor & Francis Group, LLC.

All Science Journal Classification (ASJC) codes

  • Statistics and Probability


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