English

On the consistency of the spacings test for multivariate uniformity

Statistics Theory 2017-08-31 v1 Statistics Theory

Abstract

We give a simple conceptual proof of the consistency of a test for multivariate uniformity in a bounded set KRdK \subset \mathbb{R}^d that is based on the maximal spacing generated by i.i.d. points X1,,XnX_1, \ldots,X_n in KK, i.e., the volume of the largest convex set of a given shape that is contained in KK and avoids each of these points. Since asymptotic results for the case d>1d > 1 are only availabe under uniformity, a key element of the proof is a suitable coupling.

Keywords

Cite

@article{arxiv.1708.09211,
  title  = {On the consistency of the spacings test for multivariate uniformity},
  author = {Norbert Henze},
  journal= {arXiv preprint arXiv:1708.09211},
  year   = {2017}
}