Local Powers of Optimal One‐sample and Multi‐sample Tests for the Concentration of Fisher‐von Mises‐Langevin Distributions

DOI10.1111/INSR.12047MaRDI QIDQ4968611zbMATH OpenOpenAlexFDO

Authors Christophe Ley, Thomas Verdebout

Publication date 16 July 2019

Published in International Statistical Review (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1303.3738, http://hdl.handle.net/1854/LU-8515419

zbMATH Keywords

concentration parameterdirectional statisticsFisher-von Mises-Langevin distributionsLe Cam's third lemmauniform local asymptotic normality

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Asymptotic properties of nonparametric inference (62G20) Directional data; spatial statistics (62H11) Hypothesis testing in multivariate analysis (62H15)

Abstract: One-sample and multi-sample tests on the concentration parameter of Fisher-von Mises-Langevin (FvML) distributions have been well studied in the literature. However, only very little is known about their behavior under local alternatives, which is due to complications inherent to the curved nature of the parameter space. The aim of the present paper therefore consists in filling that gap by having recourse to the Le Cam methodology, which has been adapted from the linear to the spherical setup in Ley emph{et al.} (2013). We obtain explicit expressions of the powers for the most efficient one- and multi-sample tests; these tests are those considered in Watamori and Jupp (2005). As a nice by-product, we are also able to write down the powers (against local FvML alternatives) of the celebrated Rayleigh (1919) test of uniformity. A Monte Carlo simulation study confirms our theoretical findings and shows the finite-sample behavior of the above-mentioned procedures.

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Cited in

(9)

• On locally optimal tests for the mean direction of the Langevin distribution
• Skew-rotationally-symmetric distributions and related efficient inferential procedures
• An inverse norm weight spatial sign test for high-dimensional directional data
• Detecting the direction of a signal on high-dimensional spheres: non-null and Le Cam optimality results
• On the efficiency of some rank-based test for the homogeneity of concentrations
• Recent advances in directional statistics
• Power of One-Sample Location Tests Under Distributions with Equal Lévy Distance
• Asymptotic accuracy of a bootstrap test of homogeneity in Fisher-von Mises-Langevin populations
• Adaptive inference procedures for the concentration parameter of a Fisher-von Mises-Langevin distribution

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