Article (Scientific journals)
Local powers of optimal one-sample and multi-sample tests for the concentration of fisher-von mises-langevin distributions
LEY, Christophe; Verdebout, Thomas
2014In International Statistical Review, 82 (3), p. 440 - 456
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Keywords :
Concentration parameter; Directional statistics; Fisher-von mises-langevin distributions; Le cam's third lemma; Uniform local asymptotic normality; Statistics and Probability; Statistics, Probability and Uncertainty
Abstract :
[en] One-sample and multi-sample tests on the concentration parameter of Fisher-von Mises-Langevin distributions on (hyper-)spheres have been well studied in the literature. However, only little is known about their behaviour 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 recently been adapted from the linear to the spherical setup. We obtain explicit expressions of the powers for the most efficient one- and multi-sample tests. As a nice by-product, we are also able to write down the powers (against local Fisher-von Mises-Langevin alternatives) of the celebrated Rayleigh test of uniformity. A Monte Carlo simulation study confirms our theoretical findings and shows the empirical powers of the above-mentioned procedures.
Disciplines :
Mathematics
Author, co-author :
LEY, Christophe ;  University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH) ; Département de Mathématique, ECARES, Université Libre de Bruxelles, Bruxelles, Belgium
Verdebout, Thomas;  EQUIPPE, INRIA, Université Lille III, Domaine Universitaire du Pont de Bois, Villeneuve d'Ascq Cedex, France
External co-authors :
yes
Language :
English
Title :
Local powers of optimal one-sample and multi-sample tests for the concentration of fisher-von mises-langevin distributions
Publication date :
December 2014
Journal title :
International Statistical Review
ISSN :
0306-7734
eISSN :
1751-5823
Publisher :
International Statistical Institute
Volume :
82
Issue :
3
Pages :
440 - 456
Peer reviewed :
Peer Reviewed verified by ORBi
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