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题名Testing Multivariate Normality Based on F-Representative Points
作者
发表日期2022-11-01
发表期刊Mathematics
ISSN/eISSN2227-7390
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
DOI10.3390/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
被引频次:6[WOS]   [WOS记录]     [WOS相关记录]
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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