On Multivariate Runs Tests for Randomness

DOI10.1198/JASA.2009.TM09047zbMath1205.62053OpenAlexW2084171828MaRDI QIDQ3069885

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

local asymptotic normalityelliptical distributionsmultivariate signsshape matrixinterdirections

Mathematics Subject Classification ID

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

Related Items (8)

Simplicial bivariate tests for randomness ⋮ On high-dimensional sign tests ⋮ Revisiting the two-sample runs test ⋮ Simple powerful robust tests based on sign depth ⋮ On testing the equality of latent roots of scatter matrices under ellipticity ⋮ Sign tests for weak principal directions ⋮ Adaptive positive and negative runs test ⋮ Incomplete interdirections and lift-interdirections

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