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题名Testing Multivariate Normality Based on Beta-Representative Points
作者
发表日期2024-06-01
发表期刊Mathematics
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
DOI10.3390/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
被引频次:1[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/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).
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