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

Kai Tai Fang, Jiajuan Liang, Fred J. Hickernell, Runze Li

Research output: Chapter in Book/Report/Conference proceedingChapter

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.

Original languageEnglish (US)
Title of host publicationRandom Walk, Sequential Analysis and Related Topics
Subtitle of host publicationA Festschrift in Honor of Yuan-Shih Chow
PublisherWorld Scientific Publishing Co.
Pages254-268
Number of pages15
ISBN (Electronic)9789812772558
ISBN (Print)9812703551, 9789812703552
DOIs
StatePublished - Jan 1 2006

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Acceptance region
Q-Q Plot
Spherical Distribution
High-dimensional Data
Data analysis
Monte Carlo Simulation
Statistics
Invariant

All Science Journal Classification (ASJC) codes

  • Mathematics(all)

Cite this

Fang, K. T., Liang, J., Hickernell, F. J., & Li, R. (2006). A stabilized uniform Q-Q plot to detect non-multinormality. In Random Walk, Sequential Analysis and Related Topics: A Festschrift in Honor of Yuan-Shih Chow (pp. 254-268). World Scientific Publishing Co.. https://doi.org/10.1142/9789812772558_0017
Fang, Kai Tai ; Liang, Jiajuan ; Hickernell, Fred J. ; Li, Runze. / A stabilized uniform Q-Q plot to detect non-multinormality. Random Walk, Sequential Analysis and Related Topics: A Festschrift in Honor of Yuan-Shih Chow. World Scientific Publishing Co., 2006. pp. 254-268
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Fang, KT, Liang, J, Hickernell, FJ & Li, R 2006, A stabilized uniform Q-Q plot to detect non-multinormality. in Random Walk, Sequential Analysis and Related Topics: A Festschrift in Honor of Yuan-Shih Chow. World Scientific Publishing Co., pp. 254-268. https://doi.org/10.1142/9789812772558_0017

A stabilized uniform Q-Q plot to detect non-multinormality. / Fang, Kai Tai; Liang, Jiajuan; Hickernell, Fred J.; Li, Runze.

Random Walk, Sequential Analysis and Related Topics: A Festschrift in Honor of Yuan-Shih Chow. World Scientific Publishing Co., 2006. p. 254-268.

Research output: Chapter in Book/Report/Conference proceedingChapter

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Fang KT, Liang J, Hickernell FJ, Li R. A stabilized uniform Q-Q plot to detect non-multinormality. In Random Walk, Sequential Analysis and Related Topics: A Festschrift in Honor of Yuan-Shih Chow. World Scientific Publishing Co. 2006. p. 254-268 https://doi.org/10.1142/9789812772558_0017