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Some Q-Q probability plots to test spherical and elliptical symmetry
Li, RZ; Fang, KT; Zhu, LX
1997-12-01
Source PublicationJOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS
ISSN1061-8600
Volume6Issue:4Pages:435-450
AbstractThis article proposes some probability plots are proposed to test spherical and elliptical symmetry in terms of some invariant statistics under orthogonal transformations. Some correlation coefficients as numerical measures of detecting deviation from spherical or elliptical symmetry are recommended, and the empirical percentiles of these correlation coefficients are calculated by simulation. The simulation results for data sets from 12 different populations show that the new plots are useful for testing spherical and elliptical symmetry. Some discussion is given also.
Keywordbeta distribution elliptical distribution F-distribution invariant statistics probability plot Q-Q plot robust statistics spherical distribution t-distribution
Language英语
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:A1997YK83700005
PublisherAMER STATISTICAL ASSOC
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/28941
Collection中国科学院数学与系统科学研究院
Affiliation1.CHINESE ACAD SCI,INST APPL MATH,PROBABIL LAB,BEIJING 100080,PEOPLES R CHINA
2.HONG KONG BAPTIST UNIV,DEPT MATH,HONG KONG,HONG KONG
Recommended Citation
GB/T 7714
Li, RZ,Fang, KT,Zhu, LX. Some Q-Q probability plots to test spherical and elliptical symmetry[J]. JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS,1997,6(4):435-450.
APA Li, RZ,Fang, KT,&Zhu, LX.(1997).Some Q-Q probability plots to test spherical and elliptical symmetry.JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS,6(4),435-450.
MLA Li, RZ,et al."Some Q-Q probability plots to test spherical and elliptical symmetry".JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS 6.4(1997):435-450.
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