Journal of the Royal Statistical Society. Series D (The Statistician), Vol. 31, No. 3 (Sep., 1982), pp. 211-220 (10 pages) Probability plots are often used to examine whether a sample comes from some ...

A method of assessing multivariate normality by decomposition of measures of multivariate skewness and kurtosis into orthogonal components is described. The components can readily be inspected ...