On multivariate runs tests for randomness

DOI10.1198/JASA.2009.TM09047MaRDI QIDQ3069885zbMATH OpenOpenAlexFDO

Authors Davy Paindaveine

Publication date 1 February 2011

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://dipot.ulb.ac.be/dspace/bitstream/2013/49878/3/runs.pdf

zbMATH Keywords

elliptical distributionsinterdirectionslocal asymptotic normalitymultivariate signsshape matrix

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)

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• Sign tests for weak principal directions
• Application of the multivariate runs test to compositional data
• Simplicial bivariate tests for randomness
• The exact runs test and some large sample approximations
• On Testing for Impropriety of Multivariate Complex-Valued Random Sequences
• Adaptive positive and negative runs test
• The efficiency of run rules schemes for the multivariate coefficient of variation: a Markov chain approach
• scientific article; zbMATH DE number 4197236 (Why is no real title available?)
• Incomplete interdirections and lift-interdirections
• Simple powerful robust tests based on sign depth
• On testing the equality of latent roots of scatter matrices under ellipticity
• Stochastic hyperplane-based ranks and their use in multivariate portmanteau tests
• K -depth tests for testing simultaneously independence and other model assumptions in time series
• Generalized runs tests for the IID hypothesis

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