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Mutivariate normality omnibus test

version 1.0 (3.27 KB) by

Multivariate omnibus test as proposed by Doornik and Hansen (1994).



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This test has been shown to have works well in testing the multivariate normality (MVN) distribution of a particular data. It was based on the MVN skewness and kurtosis.

Comments and Ratings (1)

Hi Norlianida. This m-file was already developed and published since 6 years in this forum []. I see it is pretty much a copy of it. The help section with a little modification. In particular, I think you should do a very thorough search, especially in this forum, in any previous coding of any procedure of interest. I think still there are many, many statistical procedures that require and are waiting to be coded and developed into Matlab.

Prof. Antonio Trujillo-Ortiz

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MATLAB 7.6 (R2008a)

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