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题名A generalized Shapiro-Wilk W statistic for testing high-dimensional normality
作者
发表日期2009
发表期刊Computational Statistics and Data Analysis
ISSN/eISSN0167-9473
卷号53期号:11页码:3883-3891
摘要

Shapiro and Wilk's [Shapiro, S.S., Wilk, M.B., 1965. An analysis of variance test for normality (complete samples). Biometrika 52, 591-611] W-statistic was found to have competitive power performance in testing univariate normality. Generalizations of the W-statistic to the multivariate case have been proposed by many researchers. In this paper, we propose a family of generalized W-statistics for testing high-dimensional normality by using the theory of spherical distributions. The proposed statistics apply to the case that the sample size is smaller than the dimension. Monte Carlo studies demonstrate feasible performance of the proposed tests in controlling type I error rates and power against some non-normal data. It is concluded that the proposed statistics are superior to existing generalizedW-statistics and show competitive benefits in testing high-dimensional normality with small sample size.

DOI10.1016/j.csda.2009.04.016
收录类别SCIE
语种英语English
WOS研究方向Computer Science ; Mathematics
WOS类目Computer Science, Interdisciplinary Applications ; Statistics & Probability
WOS记录号WOS:000267505600015
引用统计
被引频次:35[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/3351
专题个人在本单位外知识产出
作者单位
1.Department of Management, University of New Haven, West Haven, CT 06516, 300 Boston Post Road, United States
2.Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Hong Kong, Hong Kong
3.Department of Statistics, The Chinese University of Hong Kong, Shatin, New Territory, Hong Kong
推荐引用方式
GB/T 7714
Liang, Jiajuan,Tang, Man Lai,Chan, Pingshing. A generalized Shapiro-Wilk W statistic for testing high-dimensional normality[J]. Computational Statistics and Data Analysis, 2009, 53(11): 3883-3891.
APA Liang, Jiajuan, Tang, Man Lai, & Chan, Pingshing. (2009). A generalized Shapiro-Wilk W statistic for testing high-dimensional normality. Computational Statistics and Data Analysis, 53(11), 3883-3891.
MLA Liang, Jiajuan,et al."A generalized Shapiro-Wilk W statistic for testing high-dimensional normality". Computational Statistics and Data Analysis 53.11(2009): 3883-3891.
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