On robust testing for normality in chemometrics

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F14%3A00209193" target="_blank" >RIV/62156489:43110/14:00209193 - isvavai.cz</a>

Výsledek na webu

<a href="http://dx.doi.org/10.1016/j.chemolab.2013.10.010" target="_blank" >http://dx.doi.org/10.1016/j.chemolab.2013.10.010</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1016/j.chemolab.2013.10.010" target="_blank" >10.1016/j.chemolab.2013.10.010</a>

Jazyk výsledku

angličtina

Název v původním jazyce

On robust testing for normality in chemometrics

Popis výsledku v původním jazyce

The assumption that the data has been generated by a normal distribution underlies many statistical methods used in chemometrics. While such methods can be quite robust to small deviations from normality, for instance caused by a small number of outliers, common tests for normality are not and will often needlessly reject normality. It is therefore better to use tests from the little-known class of robust tests for normality. We illustrate the need for robust normality testing in chemometrics with several examples, review a class of robustified omnibus Jarque-Bera tests and propose a new class of robustified directed Lin-Mudholkar tests. The robustness and power of several tests for normality is compared in a large simulation study. The new tests are robust and have high power in comparison with both classic tests and other robust tests. A new graphical method for assessing normality is also introduced.

Název v anglickém jazyce

On robust testing for normality in chemometrics

Popis výsledku anglicky

The assumption that the data has been generated by a normal distribution underlies many statistical methods used in chemometrics. While such methods can be quite robust to small deviations from normality, for instance caused by a small number of outliers, common tests for normality are not and will often needlessly reject normality. It is therefore better to use tests from the little-known class of robust tests for normality. We illustrate the need for robust normality testing in chemometrics with several examples, review a class of robustified omnibus Jarque-Bera tests and propose a new class of robustified directed Lin-Mudholkar tests. The robustness and power of several tests for normality is compared in a large simulation study. The new tests are robust and have high power in comparison with both classic tests and other robust tests. A new graphical method for assessing normality is also introduced.

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

BB - Aplikovaná statistika, operační výzkum

OECD FORD obor

—

Projekt

—

Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2014

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Chemometrics and Intelligent Laboratory Systems

ISSN

0169-7439

e-ISSN

—

Svazek periodika

130

Číslo periodika v rámci svazku

15 January 2014

Stát vydavatele periodika

NL - Nizozemsko

Počet stran výsledku

11

Strana od-do

98-108

Kód UT WoS článku

330914900014

EID výsledku v databázi Scopus

—