A multivariate version of Ghosh's T-3-plot to detect non-multinormality

CSpace

	A multivariate version of Ghosh's T-3-plot to detect non-multinormality
	Fang, KT ; Li, RZ ; Liang, JJ
	1998-10-28
发表期刊	COMPUTATIONAL STATISTICS & DATA ANALYSIS
ISSN	0167-9473
卷号	28 期号:4 页码:371-386
摘要	Based on the theory of spherical distributions, a multivariate version of Ghosh (1996)'s T-3-plot (MT3-plot) to detect non-multinormality is proposed. New critical bands for the MT3-plot based on a Kolmogorov-Smirnov type statistic are recommended to substitute Ghosh's critical bands in multivariate cases. Monte Carlo study on the choice of the projection directions gives the conclusion that the power of the MT3-plot based on the proposed Kolmogorov-Smirnov type statistic against severe non-multinormality is generally high regardless of high dimension if the projection direction is properly chosen. An application of the MT3-plot to two real-life data sets verifies the efficiency of the MT3 in finding evidence of non-multinormality in high-dimensional data analysis. (C) 1998 Elsevier Science B.V. All rights reserved.
关键词	graphical technique invariant statistics left-spherical matrix distribution test of multi-normality spherical distribution
语种	英语
WOS研究方向	Computer Science ; Mathematics
WOS类目	Computer Science, Interdisciplinary Applications ; Statistics & Probability
WOS记录号	WOS:000076658600003
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/13599
专题	中国科学院数学与系统科学研究院
作者单位	1.Hong Kong Baptist Univ, Dept Math, Kowloon, Hong Kong 2.Chinese Acad Sci, Inst Appl Math, Beijing, Peoples R China 3.Univ N Carolina, Dept Stat, Chapel Hill, NC 27599 USA
推荐引用方式 GB/T 7714	Fang, KT,Li, RZ,Liang, JJ. A multivariate version of Ghosh's T-3-plot to detect non-multinormality[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS,1998,28(4):371-386.
APA	Fang, KT,Li, RZ,&Liang, JJ.(1998).A multivariate version of Ghosh's T-3-plot to detect non-multinormality.COMPUTATIONAL STATISTICS & DATA ANALYSIS,28(4),371-386.
MLA	Fang, KT,et al."A multivariate version of Ghosh's T-3-plot to detect non-multinormality".COMPUTATIONAL STATISTICS & DATA ANALYSIS 28.4(1998):371-386.