Characterization-based Q-Q plots for testing multinormality

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.

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Year of publication:	2004
Authors:	Liang, Jiajuan ; Pan, William S.Y. ; Yang, Zhen-Hai
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 70.2004, 3, p. 183-190
Publisher:	Elsevier
Keywords:	Characterization Multinormality Quantile-quantile plot Spherical distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005074761