A multivariate uniformity test for the case of unknown support

  • Authors:
  • José R. Berrendero;Antonio Cuevas;Beatriz Pateiro-López

  • Affiliations:
  • Universidad Autónoma de Madrid, Madrid, Spain;Universidad Autónoma de Madrid, Madrid, Spain;Universidad de Santiago de Compostela, Santiago de Compostela, Spain

  • Venue:
  • Statistics and Computing
  • Year:
  • 2012

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Abstract

A test for the hypothesis of uniformity on a support S驴驴 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 驴-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.