Efficient ANOVA for directional data
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Publication:2397045
DOI10.1007/S10463-015-0533-XzbMATH Open1398.62188arXiv1205.4259OpenAlexW1754064047MaRDI QIDQ2397045FDOQ2397045
Thomas Verdebout, Christophe Ley, Yvik Swan
Publication date: 29 May 2017
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Abstract: In this paper we tackle the ANOVA problem for directional data (with particular emphasis on geological data) by having recourse to the Le Cam methodology usually reserved for linear multivariate analysis. We construct locally and asymptotically most stringent parametric tests for ANOVA for directional data within the class of rotationally symmetric distributions. We turn these parametric tests into semi-parametric ones by (i) using a studentization argument (which leads to what we call pseudo-FvML tests) and by (ii) resorting to the invariance principle (which leads to efficient rank-based tests). Within each construction the semi-parametric tests inherit optimality under a given distribution (the FvML distribution in the first case, any rotationally symmetric distribution in the second) from their parametric antecedents and also improve on the latter by being valid under the whole class of rotationally symmetric distributions. Asymptotic relative efficiencies are calculated and the finite-sample behavior of the proposed tests is investigated by means of a Monte Carlo simulation. We conclude by applying our findings on a real-data example involving geological data.
Full work available at URL: https://arxiv.org/abs/1205.4259
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Analysis of variance and covariance (ANOVA) (62J10) Applications of statistics to environmental and related topics (62P12)
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Cited In (9)
- Adaptive tests for ANOVA in Fisher-von Mises-Langevin populations under heteroscedasticity
- ANOVA Model Fitting via Sparse Matrix Computations: A Fast Direct Method
- Recent advances in directional statistics
- An Efficient Test for Homogeneity of Mean Directions on the Hyper‐sphere
- Resampling methods in ANOVA for data from the von Mises-Fisher distribution
- On the Estimation of the Density of a Directional Data Stream
- Inference on the common mean direction of several Fisher-von Mises-Langevin populations with unknown concentration parameters
- On the power of axial tests of uniformity on spheres
- On the efficiency of some rank-based test for the homogeneity of concentrations
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