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A Graphical Technique for Assessing Multivariate Non-normality
Högskolan i Jönköping.
2006 (English)In: Computational statistics (Zeitschrift), ISSN 0943-4062, E-ISSN 1613-9658, Vol. 21, no 1, 141-149 p.Article in journal (Refereed) Published
Abstract [en]

In this paper we suggest a simple graphical device for assessing multivariate normality. The method is based on the characteristic that linear combinations of the sample mean and sample covariance matrix are independent if and only if the random variable is normally distributed. We demonstrate the usage of the suggested method and compare it to the classical Q-Q plot by using some multivariate data sets.

Place, publisher, year, edition, pages
Springer, 2006. Vol. 21, no 1, 141-149 p.
Keyword [en]
Assessing normality, graphical device, non-parametric bootstrap, robustness
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:lnu:diva-28547DOI: 10.1007/s00180-006-0256-9OAI: oai:DiVA.org:lnu-28547DiVA: diva2:643625
Available from: 2013-08-28 Created: 2013-08-27 Last updated: 2017-12-06Bibliographically approved

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Holgersson, Thomas

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