Bivariate simplicial tests for randomness

Germain Van Bever

doi:10.1016/j.spl.2016.01.013

Bivariate simplicial tests for randomness

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Résumé

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.

langue originale	Anglais
Pages (de - à)	20-25
Nombre de pages	6
journal	Statistics and Probability Letters
Volume	112
Les DOIs	https://doi.org/10.1016/j.spl.2016.01.013
Etat de la publication	Publié - 1 mai 2016
Modification externe	Oui

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10.1016/j.spl.2016.01.013

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title = "Bivariate simplicial tests for randomness",

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year = "2016",

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KW - Invariance

KW - Simplex

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SP - 20

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JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

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Bivariate simplicial tests for randomness

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