A stabilized uniform Q-Q plot to detect non-multinormality

Kai Tai Fang; Jiajuan Liang; Fred J. Hickernell; Runze Li

doi:10.1142/9789812772558_0017

A stabilized uniform Q-Q plot to detect non-multinormality

Kai Tai Fang, Jiajuan Liang, Fred J. Hickernell, Runze Li

Research output: Chapter in Book/Report/Conference proceeding › Chapter

5 Scopus citations

Abstract

By using the theory of spherical distributions and some properties of invariant statistics, we develop a stabilized uniform Q-Q plot for checking the multinormality assumption in high-dimensional data analysis. Acceptance regions associated with the plot are given. Empirical performance of the acceptance regions is studied by Monte Carlo simulation. Application of the Q-Q plot is illustrated by a real data set.

Original language	English (US)
Title of host publication	Random Walk, Sequential Analysis and Related Topics
Subtitle of host publication	A Festschrift in Honor of Yuan-Shih Chow
Publisher	World Scientific Publishing Co.
Pages	254-268
Number of pages	15
ISBN (Electronic)	9789812772558
ISBN (Print)	9812703551, 9789812703552
DOIs	https://doi.org/10.1142/9789812772558_0017
State	Published - Jan 1 2006

All Science Journal Classification (ASJC) codes

General Mathematics

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10.1142/9789812772558_0017

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abstract = "By using the theory of spherical distributions and some properties of invariant statistics, we develop a stabilized uniform Q-Q plot for checking the multinormality assumption in high-dimensional data analysis. Acceptance regions associated with the plot are given. Empirical performance of the acceptance regions is studied by Monte Carlo simulation. Application of the Q-Q plot is illustrated by a real data set.",

author = "Fang, {Kai Tai} and Jiajuan Liang and Hickernell, {Fred J.} and Runze Li",

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AB - By using the theory of spherical distributions and some properties of invariant statistics, we develop a stabilized uniform Q-Q plot for checking the multinormality assumption in high-dimensional data analysis. Acceptance regions associated with the plot are given. Empirical performance of the acceptance regions is studied by Monte Carlo simulation. Application of the Q-Q plot is illustrated by a real data set.

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BT - Random Walk, Sequential Analysis and Related Topics

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ER -

A stabilized uniform Q-Q plot to detect non-multinormality

Abstract

All Science Journal Classification (ASJC) codes

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