A multivariate uniformity test for the case of unknown support |
| |
Authors: | José R Berrendero Antonio Cuevas Beatriz Pateiro-López |
| |
Institution: | 1. Universidad Aut??noma de Madrid, Madrid, Spain 2. Universidad de Santiago de Compostela, Santiago de Compostela, Spain
|
| |
Abstract: | A test for the hypothesis of uniformity on a support S⊂ℝ
d
is proposed. It is based on the use of multivariate spacings as those studied in Janson (Ann. Probab. 15:274–280, 1987). As a novel aspect, this test can be adapted to the case that the support S is unknown, provided that it fulfils the shape condition of λ-convexity. The consistency properties of this test are analyzed and its performance is checked through a small simulation
study. The numerical problems involved in the practical calculation of the maximal spacing (which is required to obtain the
test statistic) are also discussed in some detail. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|