### 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 language | English (US) |
---|---|

Title of host publication | Random Walk, Sequential Analysis and Related Topics |

Subtitle of host publication | A Festschrift in Honor of Yuan-Shih Chow |

Publisher | World Scientific Publishing Co. |

Pages | 254-268 |

Number of pages | 15 |

ISBN (Electronic) | 9789812772558 |

ISBN (Print) | 9812703551, 9789812703552 |

DOIs | |

State | Published - Jan 1 2006 |

### Fingerprint

### All Science Journal Classification (ASJC) codes

- Mathematics(all)

### Cite this

*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

}

*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.

Research output: Chapter in Book/Report/Conference proceeding › Chapter

TY - CHAP

T1 - A stabilized uniform Q-Q plot to detect non-multinormality

AU - Fang, Kai Tai

AU - Liang, Jiajuan

AU - Hickernell, Fred J.

AU - Li, Runze

PY - 2006/1/1

Y1 - 2006/1/1

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=84968862728&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84968862728&partnerID=8YFLogxK

U2 - 10.1142/9789812772558_0017

DO - 10.1142/9789812772558_0017

M3 - Chapter

AN - SCOPUS:84968862728

SN - 9812703551

SN - 9789812703552

SP - 254

EP - 268

BT - Random Walk, Sequential Analysis and Related Topics

PB - World Scientific Publishing Co.

ER -