Inference on the mode of weak directional signals: a Le Cam perspective on hypothesis testing near singularities

DOI10.1214/16-AOS1468MaRDI QIDQ2012206zbMATH OpenOpenAlexFDO

Authors Davy Paindaveine, Thomas Verdebout

Publication date 28 July 2017

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1512.04594

zbMATH Keywords

directional statisticscontiguityrobust testsLe Camconvergence of statistical experimentsrotationally symmetric distributions

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Directional data; spatial statistics (62H11)

Abstract: We revisit, in an original and challenging perspective, the problem of testing the null hypothesis that the mode of a directional signal is equal to a given value. Motivated by a real data example where the signal is weak, we consider this problem under asymptotic scenarios for which the signal strength goes to zero at an arbitrary rate~$et{a}_n$. Both under the null and the alternative, we focus on rotationally symmetric distributions. We show that, while they are asymptotically equivalent under fixed signal strength, the classical Wald and Watson tests exhibit very different (null and non-null) behaviours when the signal becomes arbitrarily weak. To fully characterize how challenging the problem is as a function of~$et{a}_n$, we adopt a Le Cam, convergence-of-statistical-experiments, point of view and show that the resulting limiting experiments crucially depend on~$et{a}_n$. In the light of these results, the Watson test is shown to be emph{adaptively} rate-consistent and essentially adaptively Le Cam optimal. Throughout, our theoretical findings are illustrated via Monte-Carlo simulations. The practical relevance of our results is also shown on the real data example that motivated the present work.

Recommendations

• Detecting the direction of a signal on high-dimensional spheres: non-null and Le Cam optimality results
• Testing for principal component directions under weak identifiability
• scientific article; zbMATH DE number 3856193
• High-dimensional tests for spherical location and spiked covariance
• Sign tests for weak principal directions

Cited in

(16)

• On optimal tests for rotational symmetry against new classes of hyperspherical distributions
• Bayesian inference for mixtures of von Mises distributions using reversible jump MCMC sampler
• On a modified Watson test for spherical location
• Likelihood Ratio Processes under Nonstandard Settings
• Recent advances in directional statistics
• Inference for spherical location under high concentration
• Asymptotic efficiency of some nonparametric tests for location on hyperspheres
• Models for circular data from time series spectra
• Kurtosis test of modality for rotationally symmetric distributions on hyperspheres
• Testing uniformity on high-dimensional spheres: the non-null behaviour of the Bingham test
• Testing for principal component directions under weak identifiability
• An inverse norm weight spatial sign test for high-dimensional directional data
• On the efficiency of some rank-based test for the homogeneity of concentrations
• Some properties of a Cauchy family on the sphere derived from the Möbius transformations
• Detecting the direction of a signal on high-dimensional spheres: non-null and Le Cam optimality results
• Nonparametric measure-transportation-based methods for directional data

This page was built for publication: Inference on the mode of weak directional signals: a Le Cam perspective on hypothesis testing near singularities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2012206)