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 that is based on the maximal spacing generated by i.i.d. points in , i.e., the volume of the largest convex set of a given shape that is contained in and avoids each of these points. Since asymptotic results for the case 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}
}