Is the Mardia's test reliable?

Humberto Elias Garcia Lopes @Humberto-Elias-Lopes

05 May 2018 1 7K Report

I used Mardia's multivariate normality test in many situations. However, some authors have affirmed it isn't a wholly reliable test.

Mostafa Larky

I guess, it depends on your situation and your data.

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