lnu.sePublications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Assessing Normality of High-Dimensional Data
Jönköping University.
Jönköping University.
2013 (English)In: Communications in statistics. Simulation and computation, ISSN 0361-0918, E-ISSN 1532-4141, Vol. 42, no 2, 360-369 p.Article in journal (Refereed) Published
Abstract [en]

The assumption of normality is crucial in many multivariate inference methods and may be even more important when the dimension of data is proportional to the sample size. It is therefore necessary that tests for multivariate non normality remain well behaved in such settings. In this article, we examine the properties of three common moment-based tests for non normality under increasing dimension asymptotics (IDA). It is demonstrated through Monte Carlo simulations that one of the tests is inconsistent under IDA and that one of them stands out as uniformly superior to the other two.

Place, publisher, year, edition, pages
Taylor & Francis, 2013. Vol. 42, no 2, 360-369 p.
Keyword [en]
Multivariate skewness and kurtosis, Increasing dimension, Asymptotics, Non normality
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:lnu:diva-28543DOI: 10.1080/03610918.2011.636164OAI: oai:DiVA.org:lnu-28543DiVA: diva2:643729
Available from: 2013-08-28 Created: 2013-08-27 Last updated: 2017-12-06Bibliographically approved

Open Access in DiVA

No full text

Other links

Publisher's full text

Authority records BETA

Holgersson, Thomas

Search in DiVA

By author/editor
Holgersson, Thomas
In the same journal
Communications in statistics. Simulation and computation
Probability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar

doi
urn-nbn

Altmetric score

doi
urn-nbn
Total: 83 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf