On the consistency of the spacings test for multivariate uniformity, including on manifolds

DOI10.1017/JPR.2018.41MaRDI QIDQ4684965zbMATH OpenOpenAlexWikidataFDO

Authors Norbert Henze

Publication date 26 September 2018

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1708.09211

zbMATH Keywords

consistencyextreme-value distributionmultivariate spacingRiemannian manifoldtest for multivariate uniformity

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15)

Abstract: We give a simple conceptual proof of the consistency of a test for multivariate uniformity in a bounded set $Ksubsetmathbb{R}^d$ that is based on the maximal spacing generated by i.i.d. points $X_1,ldots,X_n$ in $K$, i.e., the volume of the largest convex set of a given shape that is contained in $K$ and avoids each of these points. Since asymptotic results for the case $d>1$ are only availabe under uniformity, a key element of the proof is a suitable coupling.

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Cites work

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Cited in

(5)

• Some simple U-statistic tests for uniformity on certain homogeneous spaces
• Testing multivariate uniformity based on random geometric graphs
• Random Euclidean coverage from within
• Asymptotic distributions of covering and separation measures on the hypersphere
• A multivariate uniformity test for the case of unknown support

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