发表状态 | 已发表Published |
题名 | Testing Multivariate Normality Based on F-Representative Points |
作者 | |
发表日期 | 2022-11-01 |
发表期刊 | Mathematics
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ISSN/eISSN | 2227-7390 |
卷号 | 10期号:22 |
摘要 | The multivariate normal is a common assumption in many statistical models and methodologies for high-dimensional data analysis. The exploration of approaches to testing multivariate normality never stops. Due to the characteristics of the multivariate normal distribution, most approaches to testing multivariate normality show more or less advantages in their power performance. These approaches can be classified into two types: multivariate and univariate. Using the multivariate normal characteristic by the Mahalanobis distance, we propose an approach to testing multivariate normality based on representative points of the simple univariate F-distribution and the traditional chi-square statistic. This approach provides a new way of improving the traditional chi-square test for goodness-of-fit. A limited Monte Carlo study shows a considerable power improvement of the representative-point-based chi-square test over the traditional one. An illustration of testing goodness-of-fit for three well-known datasets gives consistent results with those from classical methods. |
关键词 | affine invariance chi-squared test F-distribution multivariate normality representative points |
DOI | 10.3390/math10224300 |
URL | 查看来源 |
收录类别 | SCIE |
语种 | 英语English |
WOS研究方向 | Mathematics |
WOS类目 | Mathematics |
WOS记录号 | WOS:000887548600001 |
Scopus入藏号 | 2-s2.0-85142472304 |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | https://repository.uic.edu.cn/handle/39GCC9TT/10140 |
专题 | 北师香港浸会大学 |
通讯作者 | Ye, Huajun |
作者单位 | 1.Faculty of Science and Technology,BNU-HKBU United International College,Zhuhai,519087,China 2.Department of Mathematics,Hong Kong Baptist University,Hong Kong,China 3.Guangdong Provincial Key Laboratory of Interdisciplinary Research and Application for Data Science,BNU-HKBU United International College,Zhuhai,519087,China |
第一作者单位 | 理工科技学院 |
通讯作者单位 | 理工科技学院; 北师香港浸会大学 |
推荐引用方式 GB/T 7714 | Wang, Sirao,Liang, Jiajuan,Zhou, Minet al. Testing Multivariate Normality Based on F-Representative Points[J]. Mathematics, 2022, 10(22). |
APA | Wang, Sirao, Liang, Jiajuan, Zhou, Min, & Ye, Huajun. (2022). Testing Multivariate Normality Based on F-Representative Points. Mathematics, 10(22). |
MLA | Wang, Sirao,et al."Testing Multivariate Normality Based on F-Representative Points". Mathematics 10.22(2022). |
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