Generalized \(T_{3}\)-plot for testing high-dimensional normality

DOI10.1007/s11464-016-0535-xzbMath1348.62009OpenAlexW2412165711MaRDI QIDQ335560

Man-Lai Tang, Ming-Yao Ai, Jia-Juan Liang

Publication date: 2 November 2016

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11464-016-0535-x

zbMATH Keywords

dimension reductionmultivariate normalityhigh-dimensional datagraphical methodspherical distribution

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Hypothesis testing in multivariate analysis (62H15) Graphical methods in statistics (62A09)

Cites Work

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• A characterization of multivariate normal distribution and its application
• Multivariate \(\theta\)-generalized normal distributions
• Characterization-based Q--Q plots for testing multinormality
• Principal component analysis.
• Testing multinormality based on low-dimensional projection
• F-probability plot and its application to multivariate normality
• Plotting squared radii
• A Test of the Efficiency of a Given Portfolio

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