Statistics and Computing

, Volume 11, Issue 2, pp 147–154 | Cite as

A permutation test for randomness with power against smooth variation

  • Fernando Tusell


A permutation test for the white noise hypothesis is described, offering power against a general class of smooth alternatives. Simulation results show that it performs well, as compared with similar tests available in the literature, in terms of power. An example demonstrates its use in a particular problem in which a test for randomness was sought without any specific alternative.

randomness serial independence permutation tests computer intensive tests smoothing complexity 


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Copyright information

© Kluwer Academic Publishers 2001

Authors and Affiliations

  • Fernando Tusell
    • 1
  1. 1.Facultad de CC.EE. y EmpresarialesDepartamento de Estadística y EconometríaBilbaoSpain

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