Characterization-based Q-Q plots for testing multinormality

Jiajuan Liang, William S.Y. Pan and Zhen-Hai Yang

Statistics & Probability Letters, 2004, vol. 70, issue 3, 183-190

Abstract: Three quantile-quantile (Q-Q) plots are derived from a characterization for the multivariate normal distribution. The Q-Q plots can be easily used for detecting a possible departure from multinormality in high-dimensional data analysis. An example is illustrated to employ the plots in practice.

Keywords: Characterization; Multinormality; Quantile-quantile; plot; Spherical; distribution (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (3)

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