MNormTest - Multivariate Normal Hypothesis Testing
Hypothesis testing of the parameters of multivariate
normal distributions, including the testing of a single mean
vector, two mean vectors, multiple mean vectors, a single
covariance matrix, multiple covariance matrices, a mean and a
covariance matrix simultaneously, and the testing of
independence of multivariate normal random vectors. Huixuan,
Gao (2005, ISBN:9787301078587), "Applied Multivariate
Statistical Analysis".