On the power of axial tests of uniformity on spheres

DOI10.1214/20-EJS1716zbMATH Open1442.62113arXiv1910.09391OpenAlexW3025394729MaRDI QIDQ2188471FDOQ2188471

Davy Paindaveine, Christine Cutting, Thomas Verdebout

Publication date: 11 June 2020

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Abstract: Testing uniformity on the $p$-dimensional unit sphere is arguably the most fundamental problem in directional statistics. In this paper, we consider this problem in the framework of axial data, that is, under the assumption that the $n$ observations at hand are randomly drawn from a distribution that charges antipodal regions equally. More precisely, we focus on axial, rotationally symmetric, alternatives and first address the problem under which the direction $heta$ of the corresponding symmetry axis is specified. In this setup, we obtain Le Cam optimal tests of uniformity, that are based on the sample covariance matrix (unlike their non-axial analogs, that are based on the sample average). For the more important unspecified-$heta$ problem, some classical tests are available in the literature, but virtually nothing is known on their non-null behavior. We therefore study the non-null behavior of the celebrated Bingham test and of other tests that exploit the single-spiked nature of the considered alternatives. We perform Monte Carlo exercises to investigate the finite-sample behavior of our tests and to show their agreement with our asymptotic results.

Full work available at URL: https://arxiv.org/abs/1910.09391

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zbMATH Keywords

directional statisticscontiguitylocal asymptotic normalityrotational symmetrytests of uniformityaxial data

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Approximations to statistical distributions (nonasymptotic) (62E17) Statistics on manifolds (62R30)

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Cited In (5)

• Power of Tests of Uniformity Defined on the Hypersphere
• Recent advances in directional statistics
• Comparison of tests of uniformity defined on the hypersphere
• Testing uniformity on high-dimensional spheres: the non-null behaviour of the Bingham test
• The entropy based goodness of fit tests for generalized von Mises-Fisher distributions and beyond

Uses Software

• rotasym

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