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

2 Scopus citations

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

All Science Journal Classification (ASJC) codes

  • Mathematics(all)

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