Multivariate normality testing plays a critical role in modern statistical analysis by evaluating whether a multivariate dataset conforms to the assumptions of a normal distribution.

Sayantee Jana, Narayanaswamy Balakrishnan, Jemila S. Hamid, Inference in the Growth Curve Model under Multivariate Skew Normal Distribution, Sankhyā: The Indian Journal of Statistics, Series B (2008-) ...

We provide a new general theorem for multivariate normal approximation on convex sets. The theorem is formulated in terms of a multivariate extension of Stein couplings. We apply the results to a ...