On normal approximations for the two-sample problem on multidimensional tori

DOI10.1016/J.JSPI.2017.10.009zbMATH Open1393.60027arXiv1604.01316OpenAlexW2964144276MaRDI QIDQ1642736FDOQ1642736

Authors: Solesne Bourguin, Claudio Durastanti 

Publication date: 15 June 2018

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Abstract: In this paper, quantitative central limit theorems for $U$-statistics on the $q$-dimensional torus defined in the framework of the two-sample problem for Poisson processes are derived. In particular, the $U$-statistics are built over tight frames defined by wavelets, named toroidal needlets, enjoying excellent localization properties in both harmonic and frequency domains. The Berry-Ess'een type bounds associated with the normal approximations for these statistics are obtained by means of the so-called Stein-Malliavin techniques on the Poisson space, as introduced by Peccati, Sol'e, Taqqu, Utzet (2011) and further developed by Peccati, Zheng (2010) and Bourguin, Peccati (2014). Particular cases of the proposed framework allow to consider the two-sample problem on the circle as well as the local two-sample problem on $mathbb{R}^q$ through a local homeomorphism argument.

Full work available at URL: https://arxiv.org/abs/1604.01316

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zbMATH Keywords

wavelets\(U\)-statisticsPoisson processesneedletstwo-sample problemharmonic analysis on the torusStein-Malliavin method

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Stochastic calculus of variations and the Malliavin calculus (60H07) Nonparametric statistical resampling methods (62G09) Central limit and other weak theorems (60F05)

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Cited In (4)

• U-Statistics on the Spherical Poisson Space
• On high-frequency limits of \(U\)-statistics in Besov spaces over compact manifolds
• Gaussian approximation of nonlinear statistics on the sphere
• Nonparametric needlet estimation for partial derivatives of a probability density function on the d -torus

Uses Software

• CircStats
• circular

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