Journal of Statistics: Advances in Theory and Applications[1] C. M. Jarque and A. K. Bera, A test for normality of observations
and regression residuals, Int. Statist. Rev. 55 (1987), 163-172.
[2] J. R. Malkovich and A. A. Afifi, On tests for multivariate
normality, J. Amer. Statist. Assoc. 68 (1973), 176-179.
[3] K. V. Mardia, Measures of multivariate skewness and kurtosis with
applications, Biometrika 57 (1970), 519-530.
[4] K. V. Mardia, Applications of some measures of multivariate
skewness and kurtosis in testing normality and robustness studies,
Sankhyá B 36 (1974), 115-128.
[5] N. Okamoto and T. Seo, On the Distribution of Multivariate Sample
Skewness for Assessing Multivariate Normality, Technical Report No.
08-01, Statistical Research Group, Hiroshima University, (2008).
[6] J. P. Royston, Some techniques for assessing multivariate
normality based on the Shapiro-Wilk W, Appl. Statist. 32 (1983),
121-133.
[7] T. Seo and M. Ariga, On the Distribution of Kurtosis Test for
Multivariate Normality, Technical Report No. 06-04, Statistical
Research Group, Hiroshima University, (2006).
[8] S. S. Shapiro and M. B. Wilk, An analysis of variance test for
normality (complete samples), Biometrika 52 (1965), 591-611.
[9] M. S. Srivastava, A measure of skewness and kurtosis and a
graphical method for assessing multivariate normality, Statist. &
Prob. Lett. 2 (1984), 263-267.
[10] M. S. Srivastava and T. K. Hui, On assessing multivariate
normality based on Shapiro-Wilk W statistic, Statist. & Prob. Lett. 5
(1987), 15-18.
[11] C. M. Urzúa, On the correct use of omnibus tests for
normality, Econom. Lett. 90 (1996), 304-309.
