Goodness-of-fit test for directional data

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In this paper, we study the problem of testing the hypothesis on whether the density f of a random variable on a sphere belongs to a given parametric class of densities. We propose two test statistics based on the L2 and L1 distances between a non-parametric density estimator adapted to circular dat...

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Autores principales: Boente, G., Rodriguez, D., Manteiga, W.G.
Formato: INPR
Lenguaje:English
Materias:
Asymptotic properties
Bootstrap tests
Density estimation
Hypothesis testing
Maximum likelihood estimators
Spherical data
Von Mises distribution
Acceso en línea:http://hdl.handle.net/20.500.12110/paper_03036898_v_n_p_Boente
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Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires
id todo:paper_03036898_v_n_p_Boente
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spelling todo:paper_03036898_v_n_p_Boente2023-10-03T15:19:43Z Goodness-of-fit test for directional data Boente, G. Rodriguez, D. Manteiga, W.G. Asymptotic properties Bootstrap tests Density estimation Hypothesis testing Maximum likelihood estimators Spherical data Von Mises distribution In this paper, we study the problem of testing the hypothesis on whether the density f of a random variable on a sphere belongs to a given parametric class of densities. We propose two test statistics based on the L2 and L1 distances between a non-parametric density estimator adapted to circular data and a smoothed version of the specified density. The asymptotic distribution of the L2 test statistic is provided under the null hypothesis and contiguous alternatives. We also consider a bootstrap method to approximate the distribution of both test statistics. Through a simulation study, we explore the moderate sample performance of the proposed tests under the null hypothesis and under different alternatives. Finally, the procedure is illustrated by analysing a real data set based on wind direction measurements. © 2013 Board of the Foundation of the Scandinavian Journal of Statistics. Fil:Boente, G. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina. Fil:Rodriguez, D. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina. INPR English info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar http://hdl.handle.net/20.500.12110/paper_03036898_v_n_p_Boente
institution Universidad de Buenos Aires
institution_str I-28
repository_str R-134
collection Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA)
language English
orig_language_str_mv English
topic Asymptotic properties
Bootstrap tests
Density estimation
Hypothesis testing
Maximum likelihood estimators
Spherical data
Von Mises distribution
spellingShingle Asymptotic properties
Bootstrap tests
Density estimation
Hypothesis testing
Maximum likelihood estimators
Spherical data
Von Mises distribution
Boente, G.
Rodriguez, D.
Manteiga, W.G.
Goodness-of-fit test for directional data
topic_facet Asymptotic properties
Bootstrap tests
Density estimation
Hypothesis testing
Maximum likelihood estimators
Spherical data
Von Mises distribution
description In this paper, we study the problem of testing the hypothesis on whether the density f of a random variable on a sphere belongs to a given parametric class of densities. We propose two test statistics based on the L2 and L1 distances between a non-parametric density estimator adapted to circular data and a smoothed version of the specified density. The asymptotic distribution of the L2 test statistic is provided under the null hypothesis and contiguous alternatives. We also consider a bootstrap method to approximate the distribution of both test statistics. Through a simulation study, we explore the moderate sample performance of the proposed tests under the null hypothesis and under different alternatives. Finally, the procedure is illustrated by analysing a real data set based on wind direction measurements. © 2013 Board of the Foundation of the Scandinavian Journal of Statistics.
format INPR
author Boente, G.
Rodriguez, D.
Manteiga, W.G.
author_facet Boente, G.
Rodriguez, D.
Manteiga, W.G.
author_sort Boente, G.
title Goodness-of-fit test for directional data
title_short Goodness-of-fit test for directional data
title_full Goodness-of-fit test for directional data
title_fullStr Goodness-of-fit test for directional data
title_full_unstemmed Goodness-of-fit test for directional data
title_sort goodness-of-fit test for directional data
url http://hdl.handle.net/20.500.12110/paper_03036898_v_n_p_Boente
work_keys_str_mv AT boenteg goodnessoffittestfordirectionaldata
AT rodriguezd goodnessoffittestfordirectionaldata
AT manteigawg goodnessoffittestfordirectionaldata
_version_ 1807317496414339072

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