Modifications of the Rayleigh and Bingham Tests for Uniformity of Directions
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- 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.
- Chikuse, Yasuko, 1990. "The matrix angular central Gaussian distribution," Journal of Multivariate Analysis, Elsevier, vol. 33(2), pages 265-274, May.
- 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.
- 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.
- 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.
- 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.
- K. V. Mardia, 1999. "Directional statistics and shape analysis," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(8), pages 949-957.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Jupp, P.E., 2015. "Copulae on products of compact Riemannian manifolds," Journal of Multivariate Analysis, Elsevier, vol. 140(C), pages 92-98.
- 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.
- 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.
- 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.
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.- 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.
- Chikuse, Yasuko, 1998. "Density Estimation on the Stiefel Manifold," Journal of Multivariate Analysis, Elsevier, vol. 66(2), pages 188-206, August.
- Chikuse, Yasuko, 2003. "Concentrated matrix Langevin distributions," Journal of Multivariate Analysis, Elsevier, vol. 85(2), pages 375-394, May.
- 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.
- Fernández de Marcos Giménez de los Galanes, Alberto, 2022. "Data-driven stabilizations of goodness-of-fit tests," DES - Working Papers. Statistics and Econometrics. WS 35324, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Gary Koop & Simon M. Potter & Rodney W. Strachan, 2005. "Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty," Discussion Papers in Economics 05/3, Division of Economics, School of Business, University of Leicester.
- Gary Koop & Simon M. Potter & Rodney W. Strachan, 2005. "Reexamining the consumption-wealth relationship: the role of model uncertainty," Staff Reports 202, Federal Reserve Bank of New York.
- Kakizawa, Yoshihide, 2011. "Improved additive adjustments for the LR/ELR test statistics," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 1245-1255, August.
- Fernández-de-Marcos, Alberto & García-Portugués, Eduardo, 2023. "Data-driven stabilizations of goodness-of-fit tests," Computational Statistics & Data Analysis, Elsevier, vol. 179(C).
- Cribari-Netoa, Francisco & Ferrari, Silvia L. P., 1995. "Bartlett-corrected tests for heteroskedastic linear models," Economics Letters, Elsevier, vol. 48(2), pages 113-118, May.
- Justyna Wr'oblewska & {L}ukasz Kwiatkowski, 2024. "Identification of structural shocks in Bayesian VEC models with two-state Markov-switching heteroskedasticity," Papers 2406.03053, arXiv.org, revised Jun 2024.
- Francesco Bravo, "undated". "Bartlett-type Adjustments for Empirical Discrepancy Test Statistics," Discussion Papers 04/14, Department of Economics, University of York.
- 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.
- Strachan, R.W. & van Dijk, H.K., 2007. "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," Econometric Institute Research Papers EI 2007-11, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Yasuhito Tsuruta & Masahiko Sagae, 2020. "Theoretical properties of bandwidth selectors for kernel density estimation on the circle," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(2), pages 511-530, April.
- Carnicero, José Antonio, 2010. "Circular Bernstein polynomial distributions," DES - Working Papers. Statistics and Econometrics. WS ws102511, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Hornik, Kurt & Grün, Bettina, 2014. "On standard conjugate families for natural exponential families with bounded natural parameter space," Journal of Multivariate Analysis, Elsevier, vol. 126(C), pages 14-24.
- Bessa, Ricardo J. & Miranda, V. & Botterud, A. & Zhou, Z. & Wang, J., 2012. "Time-adaptive quantile-copula for wind power probabilistic forecasting," Renewable Energy, Elsevier, vol. 40(1), pages 29-39.
More about this item
Keywords
complex projective space generalized Bartlett correction Grassmann manifold rotation group sphere Stiefel manifold uniform distribution;Statistics
Access and download statisticsCorrections
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.