IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v28y1998i4p371-386.html
   My bibliography  Save this article

A multivariate version of Ghosh's T3-plot to detect non-multinormality

Author

Listed:
  • Fang, Kai-Tai
  • Li, Run-Ze
  • Liang, Jia-Juan

Abstract

No abstract is available for this item.

Suggested Citation

  • Fang, Kai-Tai & Li, Run-Ze & Liang, Jia-Juan, 1998. "A multivariate version of Ghosh's T3-plot to detect non-multinormality," Computational Statistics & Data Analysis, Elsevier, vol. 28(4), pages 371-386, October.
    • Handle: RePEc:eee:csdana:v:28:y:1998:i:4:p:371-386
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(98)90147-5
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Cambanis, Stamatis & Huang, Steel & Simons, Gordon, 1981. "On the theory of elliptically contoured distributions," Journal of Multivariate Analysis, Elsevier, vol. 11(3), pages 368-385, September.
    2. M. J. R. Healy, 1968. "Multivariate Normal Plotting," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 17(2), pages 157-161, June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Simos G. Meintanis & Zdeněk Hlávka, 2010. "Goodness‐of‐Fit Tests for Bivariate and Multivariate Skew‐Normal Distributions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(4), pages 701-714, December.
    2. Liang, Jia-Juan & Bentler, Peter M., 1999. "A t-distribution plot to detect non-multinormality," Computational Statistics & Data Analysis, Elsevier, vol. 30(1), pages 31-44, March.
    3. Bruno Ebner & Norbert Henze, 2020. "Tests for multivariate normality—a critical review with emphasis on weighted $$L^2$$ L 2 -statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(4), pages 845-892, December.
    4. Liang, Jiajuan & Pan, William S.Y. & Yang, Zhen-Hai, 2004. "Characterization-based Q-Q plots for testing multinormality," Statistics & Probability Letters, Elsevier, vol. 70(3), pages 183-190, December.
    5. Liang, Jiajuan & Tang, Man-Lai, 2009. "Generalized F-tests for the multivariate normal mean," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 1177-1190, February.
    6. Nieto-Reyes, Alicia & Cuesta-Albertos, Juan Antonio & Gamboa, Fabrice, 2014. "A random-projection based test of Gaussianity for stationary processes," Computational Statistics & Data Analysis, Elsevier, vol. 75(C), pages 124-141.
    7. Liang, Jiajuan & Tang, Man-Lai & Chan, Ping Shing, 2009. "A generalized Shapiro-Wilk W statistic for testing high-dimensional normality," Computational Statistics & Data Analysis, Elsevier, vol. 53(11), pages 3883-3891, September.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Falk, Michael, 1998. "A Note on the Comedian for Elliptical Distributions," Journal of Multivariate Analysis, Elsevier, vol. 67(2), pages 306-317, November.
    2. Kume, Alfred & Hashorva, Enkelejd, 2012. "Calculation of Bayes premium for conditional elliptical risks," Insurance: Mathematics and Economics, Elsevier, vol. 51(3), pages 632-635.
    3. Jacob, P. & Suquet, Ch., 1997. "Regression and asymptotical location of a multivariate sample," Statistics & Probability Letters, Elsevier, vol. 35(2), pages 173-179, September.
    4. Tarpey, Thaddeus, 2000. "Parallel Principal Axes," Journal of Multivariate Analysis, Elsevier, vol. 75(2), pages 295-313, November.
    5. Isaac E. Cortés & Osvaldo Venegas & Héctor W. Gómez, 2022. "A Symmetric/Asymmetric Bimodal Extension Based on the Logistic Distribution: Properties, Simulation and Applications," Mathematics, MDPI, vol. 10(12), pages 1-17, June.
    6. Valdez, Emiliano A. & Chernih, Andrew, 2003. "Wang's capital allocation formula for elliptically contoured distributions," Insurance: Mathematics and Economics, Elsevier, vol. 33(3), pages 517-532, December.
    7. Preinerstorfer, David & Pötscher, Benedikt M., 2017. "On The Power Of Invariant Tests For Hypotheses On A Covariance Matrix," Econometric Theory, Cambridge University Press, vol. 33(1), pages 1-68, February.
    8. Peng Ding, 2016. "On the Conditional Distribution of the Multivariate Distribution," The American Statistician, Taylor & Francis Journals, vol. 70(3), pages 293-295, July.
    9. Mittnik, Stefan, 2014. "VaR-implied tail-correlation matrices," Economics Letters, Elsevier, vol. 122(1), pages 69-73.
    10. Jonathan Raimana Chan & Thomas Huckle & Antoine Jacquier & Aitor Muguruza, 2021. "Portfolio optimisation with options," Papers 2111.12658, arXiv.org, revised Sep 2024.
    11. Lombardi, Marco J. & Veredas, David, 2009. "Indirect estimation of elliptical stable distributions," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2309-2324, April.
    12. Fraiman, Ricardo & Moreno, Leonardo & Ransford, Thomas, 2023. "A Cramér–Wold theorem for elliptical distributions," Journal of Multivariate Analysis, Elsevier, vol. 196(C).
    13. Arellano-Valle, Reinaldo B., 2001. "On some characterizations of spherical distributions," Statistics & Probability Letters, Elsevier, vol. 54(3), pages 227-232, October.
    14. Villegas, Cristian & Paula, Gilberto A. & Cysneiros, Francisco José A. & Galea, Manuel, 2013. "Influence diagnostics in generalized symmetric linear models," Computational Statistics & Data Analysis, Elsevier, vol. 59(C), pages 161-170.
    15. Stöber, Jakob & Joe, Harry & Czado, Claudia, 2013. "Simplified pair copula constructions—Limitations and extensions," Journal of Multivariate Analysis, Elsevier, vol. 119(C), pages 101-118.
    16. Jamalizadeh, A. & Balakrishnan, N., 2010. "Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions," Journal of Multivariate Analysis, Elsevier, vol. 101(6), pages 1412-1427, July.
    17. Gómez, Héctor W. & Quintana, Fernando A. & Torres, Francisco J., 2007. "A new family of slash-distributions with elliptical contours," Statistics & Probability Letters, Elsevier, vol. 77(7), pages 717-725, April.
    18. Santiago Pereda-Fernández, 2021. "Copula-Based Random Effects Models for Clustered Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 575-588, March.
    19. Battey, Heather & Linton, Oliver, 2014. "Nonparametric estimation of multivariate elliptic densities via finite mixture sieves," Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 43-67.
    20. Mahdi Salehi & Ahad Jamalizadeh & Mahdi Doostparast, 2014. "A generalized skew two-piece skew-elliptical distribution," Statistical Papers, Springer, vol. 55(2), pages 409-429, May.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:28:y:1998:i:4:p:371-386. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.