Simplicial bivariate tests for randomness

Germain Van Bever

Statistics & Probability Letters, 2016, vol. 112, issue C, 20-25

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 (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1016/j.spl.2016.01.013

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