A graphical method for assessing multivariate normality

DOI10.1007/S00180-006-0256-9MaRDI QIDQ880901zbMATH OpenOpenAlexFDO

Authors H. E. T. Holgersson

Publication date 29 May 2007

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-006-0256-9

zbMATH Keywords

bootstrapheteroscedasticitysample meansample variancescatterplot

Mathematics Subject Classification ID

Graphical methods in statistics (62A09) Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Hypothesis testing in multivariate analysis (62H15)

Review text

A new graphical tool is proposed for testing the hypothesis of normality/nonnormality of multivariate data. It is based on the fact that for i.i.d. normal samples the sample mean is independent from the sample variance. So a set of bootstrap subsamples from the original sample is taken and for some linear combination of observations entries sample means and variances are computed on each subsample. The results are depicted on a scatterplot. A dependence visually observed at the display corresponds to nonnormality. Applications to Iris data and simulated samples are presented. The authors claim that this method is robust w.r.t. heteroscedasticity of data (in contrast to standard Q-Q-plot procedure).

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Cited in

(20)

• A t-distribution plot to detect non-multinormality.
• Tests for multivariate normality -- a critical review with emphasis on weighted L^2-statistics
• Testing normality in mixed models using a transformation method
• Estimation of multivariate 3rd moment for high-dimensional data and its application for testing multivariate normality
• A necessary Bayesian nonparametric test for assessing multivariate normality
• Effect of non-normality on test statistics for one-way independent groups designs
• scientific article; zbMATH DE number 4015938 (Why is no real title available?)
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• A New Graphical Test for Multivariate Normality
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• Assessing normality of high-dimensional data
• Visual assessment of matrix‐variate normality

Describes a project that uses

Uses Software

• bootstrap

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