A portmanteau test for the iid hypothesis

Ricardo Bórquez

Statistica Neerlandica, 2023, vol. 77, issue 3, 391-402

Abstract: In this paper, we introduce a new portmanteau test for the iid hypothesis, where the elements of the sample are allowed to take values in a general space (e.g., a function space). We study the finite sample properties of our test, evaluating its performance in terms of empirical size and power. In particular, we compare the empirical power of our test with the power of other tests in the literature designed to work in a specific data setting, as the one‐way analysis of variance test used in experimental data analysis and three portmanteau tests used in time series analysis. In every case, we found conditions where our test outperformed in power to the competing test. Finally, to illustrate the usefulness of our test, we implement it on two real‐world applications based on function‐valued data.

Date: 2023
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1111/stan.12290

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:stanee:v:77:y:2023:i:3:p:391-402

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0039-0402

Access Statistics for this article

Statistica Neerlandica is currently edited by Miroslav Ristic, Marijtje van Duijn and Nan van Geloven

More articles in Statistica Neerlandica from Netherlands Society for Statistics and Operations Research
Bibliographic data for series maintained by Wiley Content Delivery ().