A multivariate version of Ghosh's \(T_{3}\)-plot to detect non-multinormality.

DOI10.1016/S0167-9473(98)90147-5zbMath1042.62552OpenAlexW4246177722MaRDI QIDQ1274831

Jia-Juan Liang, Run-Ze Li, Kai-Tai Fang

Publication date: 12 January 1999

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(98)90147-5

zbMATH Keywords

Graphical techniqueInvariant statisticsLeft-spherical matrix distributionSpherical distributionTest of multinormality

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Graphical methods in statistics (62A09)

Related Items (19)

A random-projection based test of Gaussianity for stationary processes ⋮ Unnamed Item ⋮ Generalized \(T_{3}\)-plot for testing high-dimensional normality ⋮ Testing high-dimensional normality based on classical skewness and Kurtosis with a possible small sample size ⋮ An Appraisal and Bibliography of Tests for Multivariate Normality ⋮ Some Applications of Läuter's Technique in Tests for Spherical Symmetry ⋮ \(T_3\)-plot for testing spherical symmetry for high-dimensional data with a small sample size ⋮ Normality testing for a long-memory sequence using the empirical moment generating function ⋮ CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS ⋮ ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS ⋮ Generalized \(F\)-tests for the multivariate normal mean ⋮ A generalized Shapiro-Wilk \(W\) statistic for testing high-dimensional normality ⋮ Specification tests in mixed effects models ⋮ Characterization-based Q--Q plots for testing multinormality ⋮ Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics ⋮ Fourier methods for testing multivariate independence ⋮ Goodness-of-Fit Tests for Bivariate and Multivariate Skew-Normal Distributions ⋮ A \(t\)-distribution plot to detect non-multinormality. ⋮ Invariant tests for multivariate normality: A critical review

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the theory of elliptically contoured distributions
• F-probability plot and its application to multivariate normality
• Plotting squared radii
• Normal Scores, Normal Plots, and Tests for Normality
• New Tests for Data with an Inherent Structure
• Measures of multivariate skewness and kurtosis with applications

This page was built for publication: A multivariate version of Ghosh's \(T_{3}\)-plot to detect non-multinormality.