The easiest check is visual first up, look for obviously disfigured electrolytic caps (swollen, leaking) especially if the PSU has had a lot of use. Beyond that you'd need an ESR meter to check all the caps because they don't always show external signs of degradation.
But that's just one possibility and the most common source of trouble. From your description it sounds like the overload detection is shutting it down so I'd be looking for trouble on one of the secondary outputs and it's fairly simple there with a rectifier and a pi type LC filter, the caps being the most likely culprits.
Does the supply keep running with no load on it?
PS: take great care as a lot of lightning can be stored in the primary side capacitors to shock the unwary. They generally have discharging resistors but don't bet your life on it
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