IDEAS home Printed from https://ideas.repec.org/p/hal/journl/hal-03169388.html
   My bibliography  Save this paper

On optimal tests for rotational symmetry against new classes of hyperspherical distributions

Author

Listed:
  • Eduardo Garcia-Portugues

    (Carlos III University of Madrid)

  • Davy Paindaveine

    (TSE-R - Toulouse School of Economics - UT Capitole - Université Toulouse Capitole - UT - Université de Toulouse - EHESS - École des hautes études en sciences sociales - CNRS - Centre National de la Recherche Scientifique - INRAE - Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement)

  • Thomas Verdebout

    (ECARES - European Center for Advanced Research in Economics and Statistics - ULB - Université libre de Bruxelles)

Abstract

Motivated by the central role played by rotationally symmetric distributions in directionalstatistics, we consider the problem of testing rotational symmetry on the hypersphere. We adopta semiparametric approach and tackle problems where the location of the symmetry axis iseither specified or unspecified. For each problem, we define two tests and study their asymptoticproperties under very mild conditions. We introduce two new classes of directional distributionsthat extend the rotationally symmetric class and are of independent interest. We prove thateach test is locally asymptotically maximin, in the Le Cam sense, for one kind of the alternativesgiven by the new classes of distributions, both for specified and unspecified symmetry axis. Thetests, aimed to detect location-like and scatter-like alternatives, are combined into convenienthybrid tests that are consistent against both alternatives. We perform Monte Carlo experimentsthat illustrate the finite-sample performances of the proposed tests and their agreement withthe asymptotic results. Finally, the practical relevance of our tests is illustrated on a real dataapplication from astronomy. The R packagerotasymimplements the proposed tests and allowspractitioners to reproduce the data application

Suggested Citation

  • Eduardo Garcia-Portugues & Davy Paindaveine & Thomas Verdebout, 2020. "On optimal tests for rotational symmetry against new classes of hyperspherical distributions," Post-Print hal-03169388, HAL.
  • Handle: RePEc:hal:journl:hal-03169388
    DOI: 10.1080/01621459.2019.1665527
    Note: View the original document on HAL open archive server: https://hal.science/hal-03169388
    as

    Download full text from publisher

    File URL: https://hal.science/hal-03169388/document
    Download Restriction: no

    File URL: https://libkey.io/10.1080/01621459.2019.1665527?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Christine Cutting & Davy Paindaveine & Thomas Verdebout, 2015. "Testing Uniformity on High-Dimensional Spheres against Contiguous Rotationally Symmetric Alternatives," Working Papers ECARES ECARES 2015-04, ULB -- Universite Libre de Bruxelles.
    2. Paindaveine, Davy, 2008. "A canonical definition of shape," Statistics & Probability Letters, Elsevier, vol. 78(14), pages 2240-2247, October.
    3. Ley, Christophe & Verdebout, Thomas, 2017. "Skew-rotationally-symmetric distributions and related efficient inferential procedures," Journal of Multivariate Analysis, Elsevier, vol. 159(C), pages 67-81.
    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. Janice L. Scealy, 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 68-70, March.
    2. Dabo-Niang, Sophie & Thiam, Baba & Verdebout, Thomas, 2022. "Asymptotic efficiency of some nonparametric tests for location on hyperspheres," Statistics & Probability Letters, Elsevier, vol. 188(C).
    3. Kim, Byungwon & Schulz, Jörn & Jung, Sungkyu, 2020. "Kurtosis test of modality for rotationally symmetric distributions on hyperspheres," Journal of Multivariate Analysis, Elsevier, vol. 178(C).
    4. Marc Hallin & H Lui & Thomas Verdebout, 2022. "Nonparametric Measure-transportation-based Methods for Directional Data," Working Papers ECARES 2022-18, ULB -- Universite Libre de Bruxelles.
    5. Xu, Danli & Wang, Yong, 2023. "Density estimation for spherical data using nonparametric mixtures," Computational Statistics & Data Analysis, Elsevier, vol. 182(C).
    6. Davy Paindaveine & Joséa Rasoafaraniaina & Thomas Verdebout, 2021. "Preliminary test estimation in uniformly locally asymptotically normal models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 689-707, June.

    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. 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.
    2. Arthur Pewsey & Eduardo García-Portugués, 2021. "Rejoinder 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 76-82, March.
    3. C. Croux & C. Dehon & A. Yadine, 2010. "The k-step spatial sign covariance matrix," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 4(2), pages 137-150, September.
    4. Hallin, Marc & Šiman, Miroslav, 2016. "Elliptical multiple-output quantile regression and convex optimization," Statistics & Probability Letters, Elsevier, vol. 109(C), pages 232-237.
    5. Anders Bredahl Kock & David Preinerstorfer, 2019. "Power in High‐Dimensional Testing Problems," Econometrica, Econometric Society, vol. 87(3), pages 1055-1069, May.
    6. Yoichi Miyata & Takayuki Shiohama & Toshihiro Abe, 2023. "Identifiability of Asymmetric Circular and Cylindrical Distributions," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(2), pages 1431-1451, August.
    7. Davy Paindaveine & Germain Van Bever, 2017. "Tyler Shape Depth," Working Papers ECARES ECARES 2017-29, ULB -- Universite Libre de Bruxelles.
    8. Marc Hallin & Davy Paindaveine & Thomas Verdebout, 2009. "Optimal rank-based testing for principal component," Working Papers ECARES 2009_013, ULB -- Universite Libre de Bruxelles.
    9. Bernard, Gaspard & Verdebout, Thomas, 2024. "On testing the equality of latent roots of scatter matrices under ellipticity," Journal of Multivariate Analysis, Elsevier, vol. 199(C).
    10. Hallin Marc & Paindaveine Davy, 2006. "Parametric and semiparametric inference for shape: the role of the scale functional," Statistics & Risk Modeling, De Gruyter, vol. 24(3), pages 327-350, December.
    11. Frahm, Gabriel & Nordhausen, Klaus & Oja, Hannu, 2020. "M-estimation with incomplete and dependent multivariate data," Journal of Multivariate Analysis, Elsevier, vol. 176(C).
    12. Seija Sirkiä & Sara Taskinen & Hannu Oja & David Tyler, 2009. "Tests and estimates of shape based on spatial signs and ranks," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(2), pages 155-176.
    13. Paindaveine, Davy & Van Bever, Germain, 2014. "Inference on the shape of elliptical distributions based on the MCD," Journal of Multivariate Analysis, Elsevier, vol. 129(C), pages 125-144.
    14. Marc Hallin & Davy Paindaveine & Thomas Verdebout, 2011. "Optimal Rank-Based Tests for Common Principal Components," Working Papers ECARES ECARES 2011-032, ULB -- Universite Libre de Bruxelles.
    15. Azzalini, Adelchi, 2022. "An overview on the progeny of the skew-normal family— A personal perspective," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
    16. Taskinen, Sara & Koch, Inge & Oja, Hannu, 2012. "Robustifying principal component analysis with spatial sign vectors," Statistics & Probability Letters, Elsevier, vol. 82(4), pages 765-774.
    17. Marc Hallin & Miroslav Šiman, 2016. "Multiple-Output Quantile Regression," Working Papers ECARES ECARES 2016-03, ULB -- Universite Libre de Bruxelles.
    18. Pere, Jaakko & Ilmonen, Pauliina & Viitasaari, Lauri, 2024. "On extreme quantile region estimation under heavy-tailed elliptical distributions," Journal of Multivariate Analysis, Elsevier, vol. 202(C).
    19. Marc Hallin, 2008. "On the Non Gaussian Asymptotics of the Likelihood Ratio Test Statistic for Homogeneity of Covariance," Working Papers ECARES 2008_039, ULB -- Universite Libre de Bruxelles.
    20. Frahm, Gabriel & Jaekel, Uwe, 2010. "A generalization of Tyler's M-estimators to the case of incomplete data," Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 374-393, February.

    More about this item

    Keywords

    Directional data; Hypothesis testing; Local asymptotic normality; Locally asymptotically maximin tests; Rotational symmetry;
    All these keywords.

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    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:hal:journl:hal-03169388. 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: CCSD (email available below). General contact details of provider: https://hal.archives-ouvertes.fr/ .

    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.