East Carolina University
Department of Psychology
Evaluating Multivariate Skewness, Kurtosis, and Normality
A few links to get one started on this topic.
Mecklin, C.J. & Mundfrom, D.J. (2003). On using asymptotic critical values in testing for multivariate normality. InterStat, available on-line at http://interstat.statjournals.net/YEAR/2003/articles/0301001.pdf .
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This page most recently revised on 20. September 2011.