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An Efficient Test for Homogeneity of Mean Directions on the Hyper‐sphere

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  • Hemangi V. Kulkarni
  • Ashis SenGupta

Abstract

The paper aims to develop a universally implementable efficient test for testing homogeneity of mean directions of several independent hyper‐spherical populations. Conventional tests are valid only under highly concentrated and/or large‐size groups. Focusing on the popular Langevin distribution on a d‐hyper‐sphere, the present work extends the very recent results for the circular case. The hurdle of the nuisance non‐location‐scale concentration parameter κ is overcome through a variant of the integrated likelihood ratio test (ILRT), yielding a simple and elegant test statistic. Analytically, second‐order accurate asymptotic chi‐squared distribution of ILRT is established. Extensive simulation study demonstrates that ILRT uniformly outperforms its peers, notably under highly dispersed groups, which is precisely the target parametric region, and is robust under a large class of alternate distributions. Five real‐life data analyses from diverse disciplines, including the emerging field of vectorcardiography and a novel application to compositional data analysis in the context of drug development, illustrate applications of the findings.

Suggested Citation

  • Hemangi V. Kulkarni & Ashis SenGupta, 2022. "An Efficient Test for Homogeneity of Mean Directions on the Hyper‐sphere," International Statistical Review, International Statistical Institute, vol. 90(1), pages 41-61, April.
    • Handle: RePEc:bla:istatr:v:90:y:2022:i:1:p:41-61
    DOI: 10.1111/insr.12461
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    References listed on IDEAS

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    1. Adelaide Figueiredo, 2006. "Two-way analysis of variance for data from a concentrated bipolar Watson distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 33(6), pages 575-581.
    2. Christophe Ley & Yvik Swan & Thomas Verdebout, 2017. "Efficient ANOVA for directional data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 69(1), pages 39-62, February.
    3. P. V. Larsen, 2002. "Improved likelihood ratio tests on the von Mises--Fisher distribution," Biometrika, Biometrika Trust, vol. 89(4), pages 947-951, December.
    4. H. V. Kulkarni & S. M. Patil, 2021. "Uniformly implementable small sample integrated likelihood ratio test for one-way and two-way ANOVA under heteroscedasticity and normality," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 105(2), pages 273-305, June.
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