Intrinsic means on the circle: uniqueness, locus and asymptotics

DOI10.1007/S10463-013-0444-7zbMATH Open1331.62269arXiv1108.2141OpenAlexW2027729304MaRDI QIDQ2255171FDOQ2255171

Authors: Thomas Hotz, Stephan F. Huckemann 

Publication date: 6 February 2015

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Abstract: This paper gives a comprehensive treatment of local uniqueness, asymptotics and numerics for intrinsic means on the circle. It turns out that local uniqueness as well as rates of convergence are governed by the distribution near the antipode. In a nutshell, if the distribution there is locally less than uniform, we have local uniqueness and asymptotic normality with a rate of 1 / surdn. With increased proximity to the uniform distribution the rate can be arbitrarly slow, and in the limit, local uniqueness is lost. Further, we give general distributional conditions, e.g. unimodality, that ensure global uniqueness. Along the way, we discover that sample means can occur only at the vertices of a regular polygon which allows to compute intrinsic sample means in linear time from sorted data. This algorithm is finally applied in a simulation study demonstrating the dependence of the convergence rates on the behavior of the density at the antipode.

Full work available at URL: https://arxiv.org/abs/1108.2141

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zbMATH Keywords

asymptotic normalitycentral limit theoremdirectional statisticsconvergence ratecircular statisticsintrinsic mean

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Central limit and other weak theorems (60F05)

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