On the consistency of the spacings test for multivariate uniformity, including on manifolds
On the consistency of the spacings test for multivariate uniformity, including on manifolds
复制标题
关于多元均匀性的间距测试的一致性,包括流形
DOI:
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发表时间:
2017
影响因子:
1
通讯作者:
N. Henze
中科院分区:
文献类型:
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作者:
N. Henze
Abstract We give a simple conceptual proof of the consistency of a test for multivariate uniformity in a bounded set K ⊂ ℝd that is based on the maximal spacing generated by independent and identically distributed points X1, . . ., Xn 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 d > 1 case are only availabe under uniformity, a key element of the proof is a suitable coupling. The proof is general enough to cover the case of testing for uniformity on compact Riemannian manifolds with spacings defined by geodesic balls.