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A multivariate version of Ghosh's T3-plot to detect non-multinormality

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  • Fang, Kai-Tai
  • Li, Run-Ze
  • Liang, Jia-Juan

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  • 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.
    • Handle: RePEc:eee:csdana:v:28:y:1998:i:4:p:371-386
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    References listed on IDEAS

    as
    1. M. J. R. Healy, 1968. "Multivariate Normal Plotting," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 17(2), pages 157-161, June.
    2. Cambanis, Stamatis & Huang, Steel & Simons, Gordon, 1981. "On the theory of elliptically contoured distributions," Journal of Multivariate Analysis, Elsevier, vol. 11(3), pages 368-385, September.
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    Cited by:

    1. Simos G. Meintanis & Zdeněk Hlávka, 2010. "Goodness‐of‐Fit Tests for Bivariate and Multivariate Skew‐Normal Distributions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(4), pages 701-714, December.
    2. 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.
    3. Bruno Ebner & Norbert Henze, 2020. "Tests for multivariate normality—a critical review with emphasis on weighted $$L^2$$ L 2 -statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(4), pages 845-892, December.
    4. Liang, Jiajuan & Pan, William S.Y. & Yang, Zhen-Hai, 2004. "Characterization-based Q-Q plots for testing multinormality," Statistics & Probability Letters, Elsevier, vol. 70(3), pages 183-190, December.
    5. Liang, Jiajuan & Tang, Man-Lai, 2009. "Generalized F-tests for the multivariate normal mean," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 1177-1190, February.
    6. Nieto-Reyes, Alicia & Cuesta-Albertos, Juan Antonio & Gamboa, Fabrice, 2014. "A random-projection based test of Gaussianity for stationary processes," Computational Statistics & Data Analysis, Elsevier, vol. 75(C), pages 124-141.
    7. Liang, Jiajuan & Tang, Man-Lai & Chan, Ping Shing, 2009. "A generalized Shapiro-Wilk W statistic for testing high-dimensional normality," Computational Statistics & Data Analysis, Elsevier, vol. 53(11), pages 3883-3891, September.

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