Advanced search
Publication Cover
American Journal of Mathematical and Management Sciences Volume 16, 1996 - Issue 1-2: MSI-2000: Multivariate Statistical Analysis in Honor of Professor Minoru Siotani on his 70th Birthday
Submit an article Journal homepage
30
Views
2
CrossRef citations to date
0
Altmetric
Original Articles

A New Graphical Test for Multivariate Normality

Jorge L. RomeuCASE Center of Syracuse University Syracuse University, Syracuse, NY13244, U.S.A.
&
Aydin OzturkCASE Center of Syracuse University Syracuse University, Syracuse, NY13244, U.S.A.
Pages 5-48 | Published online: 14 Aug 2013
 
Sample our Engineering & Technology journals, sign in here to start your access, latest two full volumes FREE to you for 14 days

SYNOPTIC ABSTRACT

A new methodology for assessing distributional assumptions of multivariate data, with graphical applications, is presented. The underlying procedure is based on transforming the multivariate sample into a set of uncorrelated samples and representing the order statistics of each transformed sample by linked vectors in a two dimensional space. The proposed method is described and its properties discussed. The multivariate normality tests are reviewed and a new classification scheme for them is proposed. The new test is then compared with a selection of the “best” competing ones under an exhaustive Monte Carlo study. A selection of “best” tests for several non normal alternatives, with advantages and disadvantages, is given. Graphical aspects of the new procedure are discussed.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related Research Data

Assessing multivariate normality: a compendium
Source: Informa UK Limited
A new method for assessing multivariate normality with graphical applications
Source: Informa UK Limited
Testing multivariate normality
Source: Oxford University Press (OUP)
Descriptive Statistics for Multivariate Distributions
Source: Elsevier BV
A class of invariant procedures for assessing multivariate normality
Source: Oxford University Press (OUP)
Testing multivariate normality by simulation
Source: Informa UK Limited
A TEST FOR GOODNESS-OF-FIT BASED ON AN EMPIRICAL PROBABILITY MEASURE
Source: Institute of Mathematical Statistics
On a measure of multivariate skewness and a test for multivariate normality
Source: Springer Science and Business Media LLC
A monte carlo method for foutz's goodness-of-fit test
Source: Informa UK Limited
On a Heuristic Method of Test Construction and its use in Multivariate Analysis
Source: Institute of Mathematical Statistics
On the theory of elliptically contoured distributions
Source: Elsevier BV
An empirical investigation of the properties of a new goodness-of-fit test
Source: Informa UK Limited
Some extension of Haldane's multivariate median and its application
Source: Springer Science and Business Media LLC
A new test for multivariate normality and homoscedasticity
Source: Informa UK Limited
ROBUST ESTIMATES, RESIDUALS, AND OUTLIER DETECTION WITH MULTIRESPONSE DATA
Source: JSTOR
A comparative study of goodness-of-fit tests for multivariate normality
Source: Elsevier BV
A new multivariate normality goodness of fit test with graphical applications
Source: Elsevier BV
Two statistics for testing for multivariate normality
Source: Oxford University Press (OUP)
A re-appraisal of tests for normality
Source: Informa UK Limited
Johnson/Multivariate
Source: John Wiley & Sons, Inc.
A Multivariate Generalization of Quantile-Quantile Plots
Source: Informa UK Limited
Assessment of multinormality and the robustness of Hotelling's T^2 test
Source: JSTOR
Some Techniques for Assessing Multivarate Normality Based on the Shapiro-Wilk W
Source: JSTOR
A measure of skewness and kurtosis and a graphical method for assessing multivariate normality
Source: Elsevier BV
The Multivariate Normal Distribution
Source: Springer New York
A New Statistical Goodness‐of‐Fit Test Based on Graphical Representation
Source: Wiley
TRANSFORMATIONS OF MULTIVARIATE DATA
Source: JSTOR
On Tests for Multivariate Normality
Source: Informa UK Limited
Marginal Skewness and Kurtosis in Testing Multivariate Normality
Source: JSTOR
On Tests for Multivariate Normality
Source: Informa UK Limited
A Comparative Study of Various Tests for Normality
Source: Informa UK Limited
An Analysis of Variance Test for Normality (Complete Samples)
Source: JSTOR
Measures of multivariate skewness and kurtosis with applications
Source: Oxford University Press (OUP)
Measures of multivariate skewness and kurtosis with applications
Source: Oxford University Press (OUP)
F-probability plot and its application to multivariate normality
Source: Informa UK Limited

Linking provided by 

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.