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arXiv · 1708.09211

On the consistency of the spacings test for multivariate uniformity

Norbert Henze
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Abstract

We give a simple conceptual proof of the consistency of a test for multivariate uniformity in a bounded set $K \subset \mathbb{R}^d$ 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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Norbert Henze. 2017-08-30. On the consistency of the spacings test for multivariate uniformity. https://arxiv.org/abs/1708.09211

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