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Testing uniformity on high-dimensional spheres against monotone rotationally symmetric alternatives

Institutional tag: 

We consider the problem of testing uniformity on high-dimensional unit spheres. We are primarily interested in non-null issues. We show that rotationally symmetric alternatives lead to two Local Asymptotic Normality (LAN) structures. The first one is for fixed modal location $\theta$ and allows to derive locally asymptotically most powerful tests under specified $\theta$. The second one, that addresses the Fisher–von Mises–Langevin (FvML) case, relates to the unspecified-$\theta$ problem and shows that the high-dimensional Rayleigh test is locally asymptotically most powerful invariant. Under mild assumptions, we derive the asymptotic non-null distribution of this test, which allows to extend away from the FvML case the asymptotic powers obtained there from Le Cam’s third lemma. Throughout, we allow the dimension $p$ to go to infinity in an arbitrary way as a function of the sample size $n$. Some of our results also strengthen the local optimality properties of the Rayleigh test in low dimensions. We perform a Monte Carlo study to illustrate our asymptotic results. Finally, we treat an application related to testing for sphericity in high dimensions.

Dates: 
Tuesday, November 8, 2016 - 14:00 to 16:00
Location: 
Inria Lille - Nord Europe, bâtiment A, salle plénière
Speaker(s): 
Davy Paindaveine