Multivariate tests of uniformity

Mengta Yang () and Reza Modarres ()
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Mengta Yang: George Washington University
Reza Modarres: George Washington University

Statistical Papers, 2017, vol. 58, issue 3, No 4, 627-639

Abstract: Abstract We present tests of multivariate uniformity using data depth, the normal quantiles and the interpoint distances between the observations. We investigate the properties of the interpoint distances among uniform random vectors. We compare the performance of the proposed tests with two existing statistics under the hypothesis of uniformity and obtain their empirical power under various alternatives in a Monte Carlo study.

Keywords: Data depth; Multivariate uniformity; Uniformity test; Interpoint distance; 62H15; 60E05 (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1007/s00362-015-0715-x

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