create a JAVA Standalone executable application to run on different platforms without any Installation

You can make an installer that installs the JDK and the application. Make the application an exe by using something like Launch4j and for a Mac executable follow this tutorial by Oracle: Packaging a Java App for Distribution on a Mac and lastly: For Linux

Minecraft uses this method and as far as that i don't know any other way.

If you want to make portable application, "make once run anywhere" type app then I'd suggest trying out a different programming language like C# which also requires the .NET Runtime but is embedded in Windows systems whereas Java needs to be installed manually.