On a scale-scale plot for comparing multivariate distributions

Pritha Guha and Biman Chakraborty

Communications in Statistics - Theory and Methods, 2022, vol. 51, issue 5, 1270-1289

Abstract: In this paper, we propose a scale-scale plot to compare multivariate distributions. These scale-scale plots can be viewed as a multivariate analog of quantile-quantile plots and we illustrate their use as a visualization tool to validate distributional assumptions for multivariate data as well as to compare the distributions of two multivariate samples. We discuss some characterizations of the proposed plots under elliptically symmetric distributions and based on those results, propose some visual tests of location and scale as further applications of these scale-scale plots. For the test of location problem, we present a small power study using simulations.

Date: 2022
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DOI: 10.1080/03610926.2020.1759639

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