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A test procedure for uniformity on the Stiefel manifold based on projection

Author

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  • Iwashita, Toshiya
  • Klar, Bernhard
  • Amagai, Moe
  • Hashiguchi, Hiroki

Abstract

This paper proposes a new procedure to test uniformity on the Stiefel manifold. The theoretical analysis of the test procedure, and numerical experiments are conducted to illustrate the usage and the efficiencies through the power under alternative hypotheses.

Suggested Citation

  • 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.
  • Handle: RePEc:eee:stapro:v:128:y:2017:i:c:p:89-96
    DOI: 10.1016/j.spl.2017.04.027
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    References listed on IDEAS

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    1. R. Arnold & P. E. Jupp, 2013. "Statistics of orthogonal axial frames," Biometrika, Biometrika Trust, vol. 100(3), pages 571-586.
    2. Fang, K. T. & Zhu, L. X. & Bentler, P. M., 1993. "A Necessary Test of Goodness of Fit for Sphericity," Journal of Multivariate Analysis, Elsevier, vol. 45(1), pages 34-55, April.
    3. 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.
    4. Figueiredo, Adelaide, 2007. "Comparison of tests of uniformity defined on the hypersphere," Statistics & Probability Letters, Elsevier, vol. 77(3), pages 329-334, February.
    5. Iwashita, Toshiya & Klar, Bernhard, 2014. "The joint distribution of Studentized residuals under elliptical distributions," Journal of Multivariate Analysis, Elsevier, vol. 128(C), pages 203-209.
    Full references (including those not matched with items on IDEAS)

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