A Consistent Nonparametric Normality Testing for High Dimensional Data with Generalized Gaussian Distributions


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Çadirci M. S.

IV. International Applied Statistics Conference (UYIK - 2023) Sarajevo / Bosnia and Herzegovina, 26-29 September 2023, Sarajevo, Bosna-Hersek, 26 - 29 Ekim 2023, ss.165-166

  • Yayın Türü: Bildiri / Özet Bildiri
  • Basıldığı Şehir: Sarajevo
  • Basıldığı Ülke: Bosna-Hersek
  • Sayfa Sayıları: ss.165-166
  • Sivas Cumhuriyet Üniversitesi Adresli: Evet

Özet

A key issue in statistics is normality testing. Given that many statistical techniques assume normality,

it is crucial to ascertain if a dataset is normally distributed. But in high-dimensional environments,

conventional normality tests are sometimes unreliable, especially when the data has a generalized

Gaussian distribution. This study suggests a brand-new normality test for high-dimensional data that

is resistant to outliers, such as extended Gaussian distributions. The suggested test is based on a

nonparametric method called the nearest neighbour approach, which makes no assumptions about the

distribution of the data. The suggested test is applicable for huge datasets because it is computationally

effective as well. Both simulated and actual data are used to evaluate the proposed test. The findings

demonstrate that, even when the data has a generalized Gaussian distribution, the suggested test is

more effective than conventional normality tests in high dimensions. This piece significantly advances

the subject of statistics. For researchers that need to verify for normality in high-dimensional data, the

proposed test is a useful tool. The test is computationally effective and resilient to deviations from

normality, including modified Gaussian distributions. This makes a variety of applications possible.