Doornik, Jurgen A.; Hansen, Henrik - In: Oxford Bulletin of Economics and Statistics 70 (2008) s1, pp. 927-939
We suggest a convenient version of the omnibus test for normality, using skewness and kurtosis based on Shenton and Bowman ["Journal of the American Statistical Association" (1977) Vol. 72, pp. 206-211], which controls well for size, for samples as low as 10 observations. A multivariate version...
