Accéder directement au contenu Accéder directement à la navigation
Pré-publication, Document de travail

Optimal tests for the two-sample spherical location problem

Abstract : We tackle the classical two-sample spherical location problem for directional data by having recourse to the Le Cam methodology, habitually used in classical \linear" multivariate analysis. More precisely we construct locally and asymptotically optimal (in the maximin sense) parametric tests, which we then turn into semi-parametric ones in two distinct ways. First, by using a studentization argument; this leads to so-called pseudo-FvML tests. Second, by resorting to the invariance principle; this leads to e cient rank-based tests. Within each construction, the semi-parametric tests inherit optimality under a given distribution (the FvML in the rst case, any rotationally symmetric one in the second) from their parametric counterparts and also improve on the latter by being valid under the whole class of rotationally symmetric distributions. Asymptotic relative e ciencies are calculated and the nite-sample behavior of the proposed tests is investigated by means of a Monte Carlo simulation.
Type de document :
Pré-publication, Document de travail
Liste complète des métadonnées

Littérature citée [38 références]  Voir  Masquer  Télécharger

https://hal.univ-lille.fr/hal-00991919
Contributeur : Marion Romo <>
Soumis le : vendredi 16 mai 2014 - 10:28:23
Dernière modification le : mercredi 1 juillet 2020 - 03:22:13
Archivage à long terme le : : samedi 16 août 2014 - 11:25:10

Fichier

23329_2012_-_16_DT.pdf
Fichiers produits par l'(les) auteur(s)

Identifiants

  • HAL Id : hal-00991919, version 1

Collections

Citation

Christophe Ley, Yvik Swan, Thomas Verdebout. Optimal tests for the two-sample spherical location problem. 2012. ⟨hal-00991919⟩

Partager

Métriques

Consultations de la notice

119

Téléchargements de fichiers

276