发表状态 | 已发表Published |
题名 | Testing Multivariate Normality Based on Beta-Representative Points |
作者 | |
发表日期 | 2024-06-01 |
发表期刊 | Mathematics
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卷号 | 12期号:11 |
摘要 | Testing multivariate normality in high-dimensional data analysis has been a long-lasting topic in the area of goodness of fit. Numerous methods for this purpose can be found in the literature. Reviews on different methods given by influential researchers show that new methods keep emerging in the literature from different perspectives. The theory of statistical representative points provides a new perspective to construct tests for multivariate normality. To avoid the difficulty and huge computational load in finding the statistical representative points from a high-dimensional probability distribution, we develop an approach to constructing a test for high-dimensional normal distribution based on the representative points of the simple univariate beta distribution. The representative-points-based approach is extended to the the case that the sample size may be smaller than the dimension. A Monte Carlo study shows that the new test is able to control type I error rates fairly well for both large and small sample sizes when faced with a high dimension. The power of the new test against some non-normal distributions is generally or substantially improved for a set of selected alternative distributions. A real-data example is given for a simple application illustration. |
关键词 | affine invariance beta distribution chi-square test multivariate normality representative points |
DOI | 10.3390/math12111711 |
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:001245507500001 |
Scopus入藏号 | 2-s2.0-85195927652 |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | https://repository.uic.edu.cn/handle/39GCC9TT/11763 |
专题 | 理工科技学院 |
通讯作者 | Liang, Jiajuan |
作者单位 | 1.Department of Statistics and Data Science,BNU-HKBU United International College,Zhuhai,519087,China 2.Guangdong Provincial Key Laboratory of Interdisciplinary Research and Application for Data Science,BNU-HKBU United International College,Zhuhai,519087,China 3.Department of Medical Statistics,University Medical Center Göettingen,Göettingen,37075,Germany |
第一作者单位 | 北师香港浸会大学 |
通讯作者单位 | 北师香港浸会大学 |
推荐引用方式 GB/T 7714 | Cao, Yiwen,Liang, Jiajuan,Xu, Longhaoet al. Testing Multivariate Normality Based on Beta-Representative Points[J]. Mathematics, 2024, 12(11). |
APA | Cao, Yiwen, Liang, Jiajuan, Xu, Longhao, & Kang, Jiangrui. (2024). Testing Multivariate Normality Based on Beta-Representative Points. Mathematics, 12(11). |
MLA | Cao, Yiwen,et al."Testing Multivariate Normality Based on Beta-Representative Points". Mathematics 12.11(2024). |
条目包含的文件 | 条目无相关文件。 |
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