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Abstract:

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.

Registro:

Documento: Artículo
Título:Goodness-of-fit test for directional data
Autor:Boente, G.; Rodriguez, D.; Manteiga, W.G.
Filiación:Facultad de Ciencias Exactas y Naturales Universidad de Buenos Aires and CONICET
Departamento de Estadística e Investigación Operativa Universidad de Santiago de Compostela
Idioma: Inglés
Palabras clave:Asymptotic properties; Bootstrap tests; Density estimation; Hypothesis testing; Maximum likelihood estimators; Spherical data; Von Mises distribution
Año:2013
DOI: http://dx.doi.org/10.1111/sjos.12020
Título revista:Scandinavian Journal of Statistics
Título revista abreviado:Scand. J. Stat.
ISSN:03036898
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_03036898_v_n_p_Boente

Citas:

---------- APA ----------
Boente, G., Rodriguez, D. & Manteiga, W.G. (2013) . Goodness-of-fit test for directional data. Scandinavian Journal of Statistics.
http://dx.doi.org/10.1111/sjos.12020
---------- CHICAGO ----------
Boente, G., Rodriguez, D., Manteiga, W.G. "Goodness-of-fit test for directional data" . Scandinavian Journal of Statistics (2013).
http://dx.doi.org/10.1111/sjos.12020
---------- MLA ----------
Boente, G., Rodriguez, D., Manteiga, W.G. "Goodness-of-fit test for directional data" . Scandinavian Journal of Statistics, 2013.
http://dx.doi.org/10.1111/sjos.12020
---------- VANCOUVER ----------
Boente, G., Rodriguez, D., Manteiga, W.G. Goodness-of-fit test for directional data. Scand. J. Stat. 2013.
http://dx.doi.org/10.1111/sjos.12020