发表状态 | 已发表Published |
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
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ISSN/eISSN | 0167-9473 |
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. |
DOI | 10.1016/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 | |
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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