Given a random sample taken on a compact domain S ⊂ R d , the authors propose a new method for testing the hypothesis of uniformity of the underlying distribution. The test statistic is based on the distance of every observation to the boundary of S. The proposed test has a number of interesting properties, namely: Unlike most available methods, it is feasible and particularly suitable for high dimensional data, it is distribution-free for a wide range of choices of S, it can be adapted to the case that the support S is unknown and also allows for one-sided versions. Moreover, the results suggest that, in some cases, this procedure does not suffer from the well-known "curse of dimensionality". The authors study the properties of this test from both a theoretical and practical point of view. In particular, an extensive simulation study is given in order to compare the performance of our methods with some recent alternative procedures. The conclusions suggest that the proposed test provides quite a satisfactory balance between statistical power, computational simplicity, and flexibility of application for different dimensions and supports.
Title in French: we can supply thisRésumé : Given a random sample taken on a compact domain S ⊂ R d , the authors propose a new method for testing the hypothesis of uniformity of the underlying distribution. The test statistic is based on the distance of every observation to the boundary of S. The proposed test has a number of interesting properties, namely: Unlike most available methods, it is feasible and particularly suitable for high dimensional data, it is distribution-free for a wide range of choices of S, it can be adapted to the case that the support S is unknown and also allows for one-sided versions. Moreover, the results suggest that, in some cases, this procedure does not suffer from the well-known "curse of dimensionality". The authors study the properties of this test from both a theoretical and practical point of view. In particular, an extensive simulation study is given in order to compare the performance of our methods with some recent alternative procedures. The conclusions suggest that the proposed test provides quite a satisfactory balance between statistical power, computational simplicity, and flexibility of application for different dimensions and supports.