Comparing several tests of randomness based on the difference of observations

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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Abstract

In this work, we consider the problem oftestingrandomness.After reviewing several non-parametric randomness tests based on the sign of the difference of observations we shall compare their performance through aMonte Carlosimulation study.
Original languageUnknown
Title of host publicationAIP Conference Proceedings
Pages809-812
DOIs
Publication statusPublished - 1 Jan 2013
EventICNAAM 2013: 11TH INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS -
Duration: 1 Jan 2013 → …

Conference

ConferenceICNAAM 2013: 11TH INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS
Period1/01/13 → …

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