Generalized T₃-plot for testing high-dimensional normality

DOI10.1007/S11464-016-0535-XMaRDI QIDQ335560zbMATH OpenOpenAlexFDO

Authors Man-Lai Tang, Mingyao Ai, Jiajuan Liang

Publication date 2 November 2016

Published in Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11464-016-0535-x

zbMATH Keywords

spherical distributiondimension reductionhigh-dimensional datamultivariate normalitygraphical method

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Hypothesis testing in multivariate analysis (62H15) Graphical methods in statistics (62A09)

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Cites work

• scientific article; zbMATH DE number 3844997 (Why is no real title available?)
• scientific article; zbMATH DE number 3733078 (Why is no real title available?)
• scientific article; zbMATH DE number 45785 (Why is no real title available?)
• scientific article; zbMATH DE number 946663 (Why is no real title available?)
• A Test of the Efficiency of a Given Portfolio
• A t-distribution plot to detect non-multinormality.
• A characterization of multivariate normal distribution and its application
• A multivariate version of Ghosh's \(T_{3}\)-plot to detect non-multinormality.
• Characterization-based Q--Q plots for testing multinormality
• F-probability plot and its application to multivariate normality
• Generalized \(F\)-tests for the multivariate normal mean
• Multivariate \(\theta\)-generalized normal distributions
• Plotting squared radii
• Principal component analysis.
• Testing multinormality based on low-dimensional projection

Cited in

(3)

• A stabilized uniform Q-Q plot to detect non-multinormality
• \(T_3\)-plot for testing spherical symmetry for high-dimensional data with a small sample size
• Using principal components to test normality of high-dimensional data

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