IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v77y2001i1p1-20.html
   My bibliography  Save this article

Modifications of the Rayleigh and Bingham Tests for Uniformity of Directions

Author

Listed:
  • Jupp, P. E.

Abstract

The general machinery of Cordeiro and Ferrari (1991, Biometrika78, 573-582) and Chandra and Mukerjee (1991, J. Multivariate Anal.36, 103-112) provides modifications of score test statistics which bring the null distributions close to their large-sample asymptotic distributions. These modifications are calculated here for the Rayleigh and Bingham tests of uniformity on spheres of arbitrary dimension, Stiefel manifolds, rotation groups, Grassmann manifolds and complex projective spaces.

Suggested Citation

  • Jupp, P. E., 2001. "Modifications of the Rayleigh and Bingham Tests for Uniformity of Directions," Journal of Multivariate Analysis, Elsevier, vol. 77(1), pages 1-20, April.
  • Handle: RePEc:eee:jmvana:v:77:y:2001:i:1:p:1-20
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0047-259X(00)91922-5
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. D. Wilkie, 1983. "Rayleigh Test for Randomness of Circular Data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 32(3), pages 311-312, November.
    2. Chikuse, Yasuko, 1990. "The matrix angular central Gaussian distribution," Journal of Multivariate Analysis, Elsevier, vol. 33(2), pages 265-274, May.
    3. Mardia, K. V. & Khatri, C. G., 1977. "Uniform distribution on a Stiefel manifold," Journal of Multivariate Analysis, Elsevier, vol. 7(3), pages 468-473, September.
    4. Chikuse, Y. & Watson, G. S., 1995. "Large Sample Asymptotic Theory of Tests for Uniformity on the Grassmann Manifold," Journal of Multivariate Analysis, Elsevier, vol. 54(1), pages 18-31, July.
    5. Kenneth Jupp, 2000. "European Feudalism from its Emergence through its Decline," American Journal of Economics and Sociology, Wiley Blackwell, vol. 59(5), pages 27-45, November.
    6. Chandra, Tapas K. & Mukerjee, Rahul, 1991. "Bartlett-type modification for Rao's efficient score statistic," Journal of Multivariate Analysis, Elsevier, vol. 36(1), pages 103-112, January.
    7. K. V. Mardia, 1999. "Directional statistics and shape analysis," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(8), pages 949-957.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Schott, James R., 2016. "On a robustness property of the Rayleigh and Bingham tests of uniformity," Statistics & Probability Letters, Elsevier, vol. 111(C), pages 55-59.
    2. Jupp, P.E., 2015. "Copulae on products of compact Riemannian manifolds," Journal of Multivariate Analysis, Elsevier, vol. 140(C), pages 92-98.
    3. Iwashita, Toshiya & Klar, Bernhard & Amagai, Moe & Hashiguchi, Hiroki, 2017. "A test procedure for uniformity on the Stiefel manifold based on projection," Statistics & Probability Letters, Elsevier, vol. 128(C), pages 89-96.
    4. Ebner, Bruno & Henze, Norbert & Yukich, Joseph E., 2018. "Multivariate goodness-of-fit on flat and curved spaces via nearest neighbor distances," Journal of Multivariate Analysis, Elsevier, vol. 165(C), pages 231-242.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Chikuse, Y. & Jupp, P. E., 2004. "A test of uniformity on shape spaces," Journal of Multivariate Analysis, Elsevier, vol. 88(1), pages 163-176, January.
    2. Chikuse, Yasuko, 1998. "Density Estimation on the Stiefel Manifold," Journal of Multivariate Analysis, Elsevier, vol. 66(2), pages 188-206, August.
    3. Chikuse, Yasuko, 2003. "Concentrated matrix Langevin distributions," Journal of Multivariate Analysis, Elsevier, vol. 85(2), pages 375-394, May.
    4. Hendriks, Harrie & Landsman, Zinoviy, 1998. "Mean Location and Sample Mean Location on Manifolds: Asymptotics, Tests, Confidence Regions," Journal of Multivariate Analysis, Elsevier, vol. 67(2), pages 227-243, November.
    5. Toshihiro Abe & Arthur Pewsey, 2011. "Sine-skewed circular distributions," Statistical Papers, Springer, vol. 52(3), pages 683-707, August.
    6. Kakizawa, Yoshihide, 2017. "Third-order average local powers of Bartlett-type adjusted tests: Ordinary versus adjusted profile likelihood," Journal of Multivariate Analysis, Elsevier, vol. 153(C), pages 98-120.
    7. Fernández de Marcos Giménez de los Galanes, Alberto & García Portugués, Eduardo, 2022. "Data-driven stabilizations of goodness-of-fit tests," DES - Working Papers. Statistics and Econometrics. WS 35324, Universidad Carlos III de Madrid. Departamento de Estadística.
    8. Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2008. "Bayesian inference in a cointegrating panel data model," Advances in Econometrics, in: Bayesian Econometrics, pages 433-469, Emerald Group Publishing Limited.
    9. Kanti V. Mardia, 2021. "Comments on: Recent advances in directional statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(1), pages 59-63, March.
    10. Koch, Erwan & Robert, Christian Y., 2019. "Geometric ergodicity for some space–time max-stable Markov chains," Statistics & Probability Letters, Elsevier, vol. 145(C), pages 43-49.
    11. Abe, Toshihiro & Miyata, Yoichi & Shiohama, Takayuki, 2023. "Bayesian estimation for mode and anti-mode preserving circular distributions," Econometrics and Statistics, Elsevier, vol. 27(C), pages 136-160.
    12. M. Jones & Arthur Pewsey & Shogo Kato, 2015. "On a class of circulas: copulas for circular distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(5), pages 843-862, October.
    13. Nicosia, Aurélien & Duchesne, Thierry & Rivest, Louis-Paul & Fortin, Daniel, 2017. "A general hidden state random walk model for animal movement," Computational Statistics & Data Analysis, Elsevier, vol. 105(C), pages 76-95.
    14. Rodney Strachan & Herman K. van Dijk, "undated". "Bayesian Model Averaging in Vector Autoregressive Processes with an Investigation of Stability of the US Great Ratios and Risk of a Liquidity Trap in the USA, UK and Japan," MRG Discussion Paper Series 1407, School of Economics, University of Queensland, Australia.
    15. Kienzle, Marco & Sterling, David & Zhou, Shijie & Wang, You-Gan, 2016. "Maximum likelihood estimation of natural mortality and quantification of temperature effects on catchability of brown tiger prawn (Penaeus esculentus) in Moreton Bay (Australia) using logbook data," Ecological Modelling, Elsevier, vol. 322(C), pages 1-9.
    16. Jacek Osiewalski & Justyna Wróblewska & Kamil Makieła, 2020. "Bayesian comparison of production function-based and time-series GDP models," Empirical Economics, Springer, vol. 58(3), pages 1355-1380, March.
    17. Arthur Pewsey & Eduardo García-Portugués, 2021. "Recent advances in directional statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(1), pages 1-58, March.
    18. De Iaco, S. & Palma, M. & Posa, D., 2005. "Modeling and prediction of multivariate space-time random fields," Computational Statistics & Data Analysis, Elsevier, vol. 48(3), pages 525-547, March.
    19. Gary Koop & Simon M. Potter & Rodney W. Strachan, 2008. "Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2-3), pages 341-367, March.
    20. Kakizawa, Yoshihide, 2011. "Improved additive adjustments for the LR/ELR test statistics," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 1245-1255, August.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:77:y:2001:i:1:p:1-20. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.