In reply to Stan.

No, my statement meant "In this article, I do not assume that there is a regression problem." For your application, examine whether the residuals are (univariate) normal. In other words, if you want to test whether a linear model captures all of the "signal" and leaves you with residuals that are MVN, then you would test the residuals for normality. I like to use a Q-Q plot, rather than a formal hypothesis test.