Nonparametric Measure-Transportation-Based Methods for Directional Data

arXiv2212.10345MaRDI QIDQ6508239FDOQ6508239

Authors: Marc Hallin, Hang Liu, Thomas Verdebout 

Abstract: This paper proposes various nonparametric tools based on measure transportation for directional data. We use optimal transports to define new notions of distribution and quantile functions on the hypersphere, with meaningful quantile contours and regions yielding closed-form formulas under the classical assumption of rotational symmetry. The empirical versions of our distribution functions enjoy the expected Glivenko-Cantelli property of traditional distribution functions. They provide fully distribution-free concepts of ranks and signs and define data-driven systems of (curvilinear) parallels and (hyper)meridians. Based on this, we also construct a universally consistent test of uniformity and a class of fully distribution-free tests for directional MANOVA which, in simulations, outperform all their existing competitors. Two real-data examples involving the analysis of sunspots and the structure of proteins conclude the paper.

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