A permutation test for randomness with power against smooth variation |
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| Authors: | Fernando Tusell |
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| Institution: | (1) Facultad de CC.EE. y Empresariales, Departamento de Estadística y Econometría, Avda. del Lehendakari Aguirre, 83, 48015 Bilbao, Spain |
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| Abstract: | A permutation test for the white noise hypothesis is described, offering power against a general class of smooth alternatives. Simulation results show that it performs well, as compared with similar tests available in the literature, in terms of power. An example demonstrates its use in a particular problem in which a test for randomness was sought without any specific alternative. |
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| Keywords: | randomness serial independence permutation tests computer intensive tests smoothing complexity |
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