Characterization-based Q-Q plots for testing multinormality
AbstractThree quantile-quantile (Q-Q) plots are derived from a characterization for the multivariate normal distribution. The Q-Q plots can be easily used for detecting a possible departure from multinormality in high-dimensional data analysis. An example is illustrated to employ the plots in practice.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 70 (2004)
Issue (Month): 3 (December)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Liang, Jia-Juan & Bentler, Peter M., 1999. "A t-distribution plot to detect non-multinormality," Computational Statistics & Data Analysis, Elsevier, vol. 30(1), pages 31-44, March.
- Yang, Zhen-Hai & Fang, Kai-Tai & Liang, Jia-Juan, 1996. "A characterization of multivariate normal distribution and its application," Statistics & Probability Letters, Elsevier, vol. 30(4), pages 347-352, November.
- Fang, Kai-Tai & Li, Run-Ze & Liang, Jia-Juan, 1998. "A multivariate version of Ghosh's T3-plot to detect non-multinormality," Computational Statistics & Data Analysis, Elsevier, vol. 28(4), pages 371-386, October.
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