We develop criteria to detect three classes of nonlocality that have been shown by Wiseman et al. [Phys. Rev. Lett. 98, 140402 (2007)] to be nonequivalent: entanglement, EPR steering, and the failure of local hidden-variable theories. We use the approach of Cavalcanti et al. [Phys. Rev. Lett. 99, 210405 (2007)] for continuous variables to develop the nonlocality criteria for arbitrary spin observables defined on a discrete Hilbert space. The criteria thus apply to multisite qudits, i.e., systems of fixed dimension $d$, and take the form of inequalities. We find that the spin moment inequalities that test local hidden variables (Bell inequalities) can be violated for arbitrary $d$ by optimized highly correlated nonmaximally entangled states provided the number of sites $N$ is high enough. On the other hand, the spin inequalities for entanglement are violated and thus detect entanglement for such states, for arbitrary $d$ and $N$, and with a violation that increases with $N$. We show that one of the moment entanglement inequalities can detect the entanglement of an arbitrary generalized multipartite Greenberger-Horne-Zeilinger state. Because they involve the natural observables for atomic systems, the relevant spin-operator correlations should be readily observable in trapped ultracold atomic gases and ion traps.
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