A graphical method for assessing multivariate normality

DOI10.1007/S00180-006-0256-9zbMATH Open1114.62004OpenAlexW2100940542MaRDI QIDQ880901FDOQ880901

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 variancesample meanscatterplot

Mathematics Subject Classification ID

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

Cites Work

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• Robust Tests for Heteroscedasticity Based on Regression Quantiles
• The jackknife and bootstrap
• The multivariate skew-normal distribution
• Title not available (Why is that?)
• Title not available (Why is that?)
• A Characterization of the Normal Distribution

Cited In (12)

• Graphical Method to Detect Departure from Normality with Special Application to Tukey'sg andh Distributions
• A necessary Bayesian nonparametric test for assessing multivariate normality
• Effect of non-normality on test statistics for one-way independent groups designs
• Assessing Normality of High-Dimensional Data
• Estimation of multivariate 3rd moment for high-dimensional data and its application for testing multivariate normality
• Visual assessment of matrix‐variate normality
• Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics
• An evaluation of the multivariate dispersion charts with estimated parameters under non‐normality
• Modelling escalation in crime seriousness: a latent variable approach
• Testing normality in mixed models using a transformation method
• New tests for multivariate normality based on Small's and Srivastava's graphical methods
• Title not available (Why is that?)

Uses Software

• bootstrap

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