KMS Of Academy of mathematics and systems sciences, CAS
Some Q-Q probability plots to test spherical and elliptical symmetry | |
Li, RZ; Fang, KT; Zhu, LX | |
1997-12-01 | |
Source Publication | JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS |
ISSN | 1061-8600 |
Volume | 6Issue:4Pages:435-450 |
Abstract | This 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. |
Keyword | beta distribution elliptical distribution F-distribution invariant statistics probability plot Q-Q plot robust statistics spherical distribution t-distribution |
Language | 英语 |
WOS Research Area | Mathematics |
WOS Subject | Statistics & Probability |
WOS ID | WOS:A1997YK83700005 |
Publisher | AMER STATISTICAL ASSOC |
Citation statistics | |
Document Type | 期刊论文 |
Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/28941 |
Collection | 中国科学院数学与系统科学研究院 |
Affiliation | 1.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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