A T-distribution Plot to Detect Non-multinormality
نویسنده
چکیده
Based on the univariate t-statistic from an invariant representation of multi-variate data, we propose a new quantile-quantile (Q-Q) plot to detect non-multinormality in high-dimensional data analysis. Acceptance regions for the Q-Q plot are provided by the theory of quantile processes. Using the acceptance regions, we perform a Monte Carlo study on the power of the Q-Q plot. It turns out that the new Q-Q plot is convenient and eeective for routine use. It could be recommended for use together with other graphical methods and numerical methods for testing multinormality.
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