A graphical method for assessing multivariate normality

被引：10
作者：
Holgersson, HET [1 ]
机构：
[1] Dept Econ & Stat, SE-55111 Jonkoping, Sweden
来源：
COMPUTATIONAL STATISTICS | 2006年 / 21卷 / 01期
关键词：
assessing normality; graphical device; non-parametric bootstrap; robustness;
D O I：
10.1007/s00180-006-0256-9
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper we suggest a simple graphical device for assessing multivariate normality. The method is based on the characteristic that linear combinations of the sample mean and sample covariance matrix are independent if and only if the random variable is normally distributed. We demonstrate the usage of the suggested method and compare it to the classical Q-Q plot by using some multivariate data sets.
引用
收藏
页码：141 / 149
页数：9
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