A multivariate version of Ghosh's T-3-plot to detect non-multinormality
文献类型：期刊论文
| 作者 | Fang, KT; Li, RZ; Liang, JJ |
| 刊名 | COMPUTATIONAL STATISTICS & DATA ANALYSIS
 |
| 出版日期 | 1998-10-28 |
| 卷号 | 28期号:4页码:371-386 |
| 关键词 | graphical technique invariant statistics left-spherical matrix distribution test of multi-normality spherical distribution |
| ISSN号 | 0167-9473 |
| 英文摘要 | Based on the theory of spherical distributions, a multivariate version of Ghosh (1996)'s T-3-plot (MT3-plot) to detect non-multinormality is proposed. New critical bands for the MT3-plot based on a Kolmogorov-Smirnov type statistic are recommended to substitute Ghosh's critical bands in multivariate cases. Monte Carlo study on the choice of the projection directions gives the conclusion that the power of the MT3-plot based on the proposed Kolmogorov-Smirnov type statistic against severe non-multinormality is generally high regardless of high dimension if the projection direction is properly chosen. An application of the MT3-plot to two real-life data sets verifies the efficiency of the MT3 in finding evidence of non-multinormality in high-dimensional data analysis. (C) 1998 Elsevier Science B.V. All rights reserved. |
| WOS研究方向 | Computer Science ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000076658600003 |
| 出版者 | ELSEVIER SCIENCE BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/13598]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 作者单位 | 1.Hong Kong Baptist Univ, Dept Math, Kowloon, Hong Kong 2.Chinese Acad Sci, Inst Appl Math, Beijing, Peoples R China 3.Univ N Carolina, Dept Stat, Chapel Hill, NC 27599 USA |
| 推荐引用方式 GB/T 7714 | Fang, KT,Li, RZ,Liang, JJ. A multivariate version of Ghosh's T-3-plot to detect non-multinormality[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS,1998,28(4):371-386. |
| APA | Fang, KT,Li, RZ,&Liang, JJ.(1998).A multivariate version of Ghosh's T-3-plot to detect non-multinormality.COMPUTATIONAL STATISTICS & DATA ANALYSIS,28(4),371-386. |
| MLA | Fang, KT,et al."A multivariate version of Ghosh's T-3-plot to detect non-multinormality".COMPUTATIONAL STATISTICS & DATA ANALYSIS 28.4(1998):371-386. |
入库方式： OAI收割
来源：数学与系统科学研究院
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