multivariate

Description The recent advent of high frequency data provides researchers with transaction by transaction level data. Examples include scanner data from grocery stores or financial transactions data. These new data sets allow researchers to take an unprecedented look at the underlying economic...

We present a general method of constructing a test of multivariate normality using any given test of univariate normality of complete or randomly incomplete data. A simulation study considers multivariate tests constructed using the univariate versions of the Shapiro-Wilk, Kolmogorov-Smirnov...