Bivariate simplicial tests for randomness

Germain Van Bever

doi:10.1016/j.spl.2016.01.013

Bivariate simplicial tests for randomness

Research output: Contribution to journal › Article › peer-review

Abstract

This paper introduces a simplex-based extension of the concept of runs to the bivariate setup which allows to test for randomness under the null hypothesis of angularly symmetric distributions. The statistic's null limiting distribution is derived and Monte Carlo studies evaluate the test performances.

Original language	English
Pages (from-to)	20-25
Number of pages	6
Journal	Statistics and Probability Letters
Volume	112
DOIs	https://doi.org/10.1016/j.spl.2016.01.013
Publication status	Published - 1 May 2016
Externally published	Yes

Keywords

Angular symmetry
Bivariate runs
Invariance
Simplex

Access to Document

10.1016/j.spl.2016.01.013

Cite this

@article{9d8d4659d87046a6a3e758f0656e1aef,

title = "Bivariate simplicial tests for randomness",

abstract = "This paper introduces a simplex-based extension of the concept of runs to the bivariate setup which allows to test for randomness under the null hypothesis of angularly symmetric distributions. The statistic's null limiting distribution is derived and Monte Carlo studies evaluate the test performances.",

keywords = "Angular symmetry, Bivariate runs, Invariance, Simplex",

author = "{Van Bever}, Germain",

year = "2016",

month = may,

day = "1",

doi = "10.1016/j.spl.2016.01.013",

language = "English",

volume = "112",

pages = "20--25",

journal = "Statistics and Probability Letters",

issn = "0167-7152",

publisher = "Elsevier",

}

TY - JOUR

T1 - Bivariate simplicial tests for randomness

AU - Van Bever, Germain

PY - 2016/5/1

Y1 - 2016/5/1

N2 - This paper introduces a simplex-based extension of the concept of runs to the bivariate setup which allows to test for randomness under the null hypothesis of angularly symmetric distributions. The statistic's null limiting distribution is derived and Monte Carlo studies evaluate the test performances.

AB - This paper introduces a simplex-based extension of the concept of runs to the bivariate setup which allows to test for randomness under the null hypothesis of angularly symmetric distributions. The statistic's null limiting distribution is derived and Monte Carlo studies evaluate the test performances.

KW - Angular symmetry

KW - Bivariate runs

KW - Invariance

KW - Simplex

UR - http://www.scopus.com/inward/record.url?scp=84958158072&partnerID=8YFLogxK

U2 - 10.1016/j.spl.2016.01.013

DO - 10.1016/j.spl.2016.01.013

M3 - Article

AN - SCOPUS:84958158072

SN - 0167-7152

VL - 112

SP - 20

EP - 25

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

ER -

Bivariate simplicial tests for randomness

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this