Comparison of multivariate distributions using quantile-quantile plots and related tests

DOI10.3150/13-BEJ530zbMATH Open1400.62092arXiv1407.1212OpenAlexW2037612732MaRDI QIDQ396016FDOQ396016

B. Chakraborty, Probal Chaudhuri, Subhra Sankar Dhar

Publication date: 8 August 2014

Published in: Bernoulli (Search for Journal in Brave)

Abstract: The univariate quantile-quantile (Q-Q) plot is a well-known graphical tool for examining whether two data sets are generated from the same distribution or not. It is also used to determine how well a specified probability distribution fits a given sample. In this article, we develop and study a multivariate version of the Q-Q plot based on the spatial quantile. The usefulness of the proposed graphical device is illustrated on different real and simulated data, some of which have fairly large dimensions. We also develop certain statistical tests that are related to the proposed multivariate Q-Q plot and study their asymptotic properties. The performance of those tests are compared with that of some other well-known tests for multivariate distributions available in the literature.

Full work available at URL: https://arxiv.org/abs/1407.1212

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zbMATH Keywords

characterization of distributionsGaussian processcontiguous alternativesPitman efficacyspatial quantilestests for distributionsthe level and the power of test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Directional data; spatial statistics (62H11) Hypothesis testing in multivariate analysis (62H15)

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Cited In (22)

• Comparative Statistical Analysis of Qualitative Parametrization Sets
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• Characterization-based Q--Q plots for testing multinormality
• An asymmetric multivariate weibull distribution
• On distance based goodness of fit tests for missing data when missing occurs at random
• Comparing conditional quantile curves
• Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests
• Comparing a large number of multivariate distributions
• On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications
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• K-Sample Test for Equality of Copulas
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• Testing the equality of the laws of two strictly stationary processes
• Multi-normex distributions for the sum of random vectors. Rates of convergence
• Visual tests for elliptically symmetric distributions
• Some Results on Comparing the Quantiles of Dependent Groups
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• On a scale-scale plot for comparing multivariate distributions
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