A Class of Invariant Procedures for Assessing Multivariate Normality
评估多元正态性的一类不变程序
Distribution theory pertaining to a class of invariant procedures for assessing multivariate normality is described. A Cramér-von Mises type statistic belonging to this class is investigated in greater detail: its asymptotie distribution is tabulated and compared with a Monte Carlo simulation of its finite sample distribution, and a set of quadrivariate data is examined with it.