A stabilized uniform Q-Q plot to detect non-multinormality

doi:10.1142/9789812772558_0017

Details of Research Outputs

Title	A stabilized uniform Q-Q plot to detect non-multinormality
Creator	Fang, Kaitai1 ; Liang, Jiajuan2 ; Hickernell, Fred J.3; Li, Runze 4
Date Issued	2006
Conference Name	The International Conference on Random Walk, Sequential Analysis and Related Topics
Source Publication	Random Walk, Sequential Analysis and Related Topics: A Festschrift in Honor of Yuan-Shih Chow
Editor	Agnes Chao Hsiung, Zhiliang Ying, and Cun-Hui Zhang
ISBN	9789812703552
Pages	254-268
Conference Date	JUL 18-19, 2004
Conference Place	Shanghai, CHINA
Abstract	By using the theory of spherical distributions and some properties of invariant statistics, we develop a stabilized uniform Q-Q plot for checking the multinormality assumption in high-dimensional data analysis. Acceptance regions associated with the plot are given. Empirical performance of the acceptance regions is studied by Monte Carlo simulation. Application of the Q-Q plot is illustrated by a real data set. © 2006 by World Scientific Publishing Co. Pte. Ltd. All rights reserved.
Keyword	Multinormality Q-Q plot Spherical distribution
DOI	10.1142/9789812772558_0017
URL	View source
Indexed By	CPCI-S
Language	英语English
WOS Research Area	Mathematics
WOS Subject	Statistics & Probability
WOS ID	WOS:000245458600018
Citation statistics	Cited Times:1[WOS] [WOS Record] [Related Records in WOS]
Document Type	Conference paper
Identifier	http://repository.uic.edu.cn/handle/39GCC9TT/3357
Collection	Research outside affiliated institution
Affiliation	1.Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Hong Kong 2.University of New Haven, School of Business, 300 Boston Post Road, West Haven, 06516, United States 3.Department of Applied Mathematics, Illinois Institute of Technology, Chicago, 60616, United States 4.Department of Statistics and The Methodology Center, The Pennsylvania State University, University Park, 16802, United States
Recommended Citation GB/T 7714	Fang, Kaitai,Liang, Jiajuan,Hickernell, Fred J.et al. A stabilized uniform Q-Q plot to detect non-multinormality[C]//Agnes Chao Hsiung, Zhiliang Ying, and Cun-Hui Zhang, 2006: 254-268.

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