Inference for spherical location under high concentration

DOI10.1214/19-AOS1918zbMATH Open1460.62028arXiv1901.00359OpenAlexW3003721943MaRDI QIDQ2215768FDOQ2215768

Davy Paindaveine, Thomas Verdebout

Publication date: 14 December 2020

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

Abstract: Motivated by the fact that circular or spherical data are often much concentrated around a location $pmbheta$, we consider inference about $pmbheta$ under "high concentration" asymptotic scenarios for which the probability of any fixed spherical cap centered at $pmbheta$ converges to one as the sample size $n$ diverges to infinity. Rather than restricting to Fisher-von Mises-Langevin distributions, we consider a much broader, semiparametric, class of rotationally symmetric distributions indexed by the location parameter $pmbheta$, a scalar concentration parameter $kappa$ and a functional nuisance $f$. We determine the class of distributions for which high concentration is obtained as $kappa$ diverges to infinity. For such distributions, we then consider inference (point estimation, confidence zone estimation, hypothesis testing) on $pmbheta$ in asymptotic scenarios where $kapp{a}_n$ diverges to infinity at an arbitrary rate with the sample size $n$. Our asymptotic investigation reveals that, interestingly, optimal inference procedures on $pmbheta$ show consistency rates that depend on $f$. Using asymptotics "`a la Le Cam", we show that the spherical mean is, at any $f$, a parametrically super-efficient estimator of $pmbheta$ and that the Watson and Wald tests for $mathcal{H}_0:pmbheta={pmbheta}_0$ enjoy similar, non-standard, optimality properties. We illustrate our results through simulations and treat a real data example. On a technical point of view, our asymptotic derivations require challenging expansions of rotationally symmetric functionals for large arguments of $f$.

Full work available at URL: https://arxiv.org/abs/1901.00359

zbMATH Keywords

directional statisticslocal asymptotic normalitysuperefficiencyLe Cam's asymptotic theory of statistical experimentsconcentrated distributions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Applications of statistics to environmental and related topics (62P12) Parametric inference under constraints (62F30) Applications of statistics to physics (62P35) Geo-electricity and geomagnetism (86A25)

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Cited In (7)

• Location inference on spheres and cylinders
• Recent advances in directional statistics
• Asymptotic efficiency of some nonparametric tests for location on hyperspheres
• Geodesic projection of the von Mises-Fisher distribution for projection pursuit of directional data
• 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
• Detecting the direction of a signal on high-dimensional spheres: non-null and Le Cam optimality results

Uses Software

• rotasym

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