Testing multinormality based on low-dimensional projection
The aim of this paper is to construct projection tests for multivariate normality by making use of affine invariant statistics. These statistics can be used for arbitrary dimension \(d\) even in the case when the sample size \(n\leq d\). The construction is essentially based on properties of left-spherical matrix distributions. A practical example is analyzed.
scientific article; zbMATH DE number 1436961
scientific article