Using principal components to test normality of high-dimensional data
DOI10.1080/03610918.2015.1089286zbMATH Open1422.62196OpenAlexW578738084MaRDI QIDQ4976532FDOQ4976532
Authors: Rashid Mansoor 
Publication date: 31 July 2017
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2015.1089286
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Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)
Cites Work
- Measures of multivariate skewness and kurtosis with applications
- A new approach to the BHEP tests for multivariate normality
- On assessing multivariate normality based on Shapiro-Wilk W statistic
- Biometrika: The first 100 years
- Tests of Linearity, Multivariate Normality and the Adequacy of Linear Scores
- An analysis of variance test for normality (complete samples)
- Measures of multivariate skewness and kurtosis for tests of nonnormality
- Some Techniques for Assessing Multivarate Normality Based on the Shapiro- Wilk W
- A comparative study of goodness-of-fit tests for multivariate normality
- Assessing normality of high-dimensional data
Cited In (5)
- A new proposal for a principal component based test for high-dimensional data applied to the analysis of phylochip data
- Estimation of multivariate 3rd moment for high-dimensional data and its application for testing multivariate normality
- Assessing normality of high-dimensional data
- A Normality Test for High-dimensional Data Based on the Nearest Neighbor Approach
- Principal components in the nonnormal case: The test of equality of q roots
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