Available in electronic format
Available in print format
Proceedings of the American Mathematical Society
Proceedings of the American Mathematical Society
ISSN 1088-6826 (e) ISSN 0002-9939 (p)
     

A decomposition for invariant tests of uniformity on the sphere

Author(s): Jean-Renaud Pycke
Journal: Proc. Amer. Math. Soc. 135 (2007), 2983-2993.
MSC (2000): Primary 62G10, 62H11; Secondary 47G10, 20C15
Posted: May 8, 2007
Retrieve article in: PDF

Abstract | References | Similar articles | Additional information

Abstract: We introduce a $ U$-statistic on which can be based a test for uniformity on the sphere. It is a simple function of the geometric mean of distances between points of the sample and consistent against all alternatives. We show that this type of $ U$-statistic, whose kernel is invariant by isometries, can be separated into a set of statistics whose limiting random variables are independent. This decomposition is obtained via the so-called canonical decomposition of a group representation. The distribution of the limiting random variables of the components under the null hypothesis is given. We propose an interpretation of Watson type identities between quadratic functionals of Gaussian processes in the light of this decomposition.


References:

1.
R. N. Bhattacharya and V.Patrangenaru. Large sample theory of intrinsic and extrinsic sample means on manifolds. I. Ann. Statist. 31 (2003) no.1, 1-29.MR 1962498 (2004a:60069)

2.
-, Large sample theory of intrinsic and extrinsic sample means on manifolds. II. Ann. Statist. vol. 33 (2005), no.3, 1225-1259. MR 2195634

3.
J. Durbin, M. Knott and C.C. Taylor. Components of Cramér-von Mises statistics. I. J. Roy. Statist. Soc. Ser. B 34 (1972), 290-307.MR 0365880 (51:2132)

4.
-, Components of Cramér-von Mises statistics. II. J. Roy. Statist. Soc. Ser. B 37 (1975), 216-237. MR 0386136 (52:6994)

5.
M. E. Giné. Invariant tests for uniformity on compact Riemannian manifolds based on Sobolev norms. Ann. Statist. vol. 3 (1975), no. 6, 1243-1266.MR 0388663 (52:9499)

6.
P. E. Jupp. Sobolev tests of goodness of fit of distributions on compact riemannian manifolds. Ann. Statist. vol. 33, (2005), no. 6, 2957-2966.

7.
V. S. Koroljuk and Yu. V. Borovskich. Theory of $ U$-statistics. Mathematics and its Applications, 273. Kluwer Academic Publishers Group, Dordrecht, 1994. MR 1472486 (98e:60033)

8.
V. M. Mardia and P.E. Jupp. Directional Statistics. Wiley Series in Probability and Statistics. John Wiley, 2000.MR 1828667 (2003b:62004)

9.
G. Peccati and M. Yor. Identities in law between quadratic functionals of bivariate Gaussian processes, through Fubini Theorems and symmetric projections. Preprint.

10.
J.-R. Pycke. Sur une identité en loi entre deux fonctionnelles quadratiques du pont brownien. C.R. Acad. Sci. Paris, Ser. I 340 (2005).MR 2127113 (2006a:60147)

11.
L. Robin. Fonctions sphériques de Legendre et fonctions sphéroidales. Tome II. Collection Technique et Scientifique du C. N. E. T. Gauthier-Villars, Paris 1959.MR 0101928 (21:734)

12.
-, Fonctions sphériques de Legendre et fonctions sphéroidales. Tome III. Collection Technique et Scientifique du C. N. E. T. Gauthier-Villars, Paris 1959.MR 0109896 (22:779)

13.
G. Sansone. Orthogonal functions. Interscience Publishers, 1959.MR 0103368 (21:2140)

14.
R.J. Serfling. Approximation theorems of mathematical statistics. John Wiley, 1980.MR 0595165 (82a:62003)

15.
J.-P. Serre. Linear Representations of Finite Groups. Graduate Texts in Mathematics, Vol. 42. Springer-Verlag, 1977. MR 0450380 (56:8675)

16.
Z. Shi and M. Yor. On an identity in law for the variance of the Brownian bridge. Bull. London Math. Soc. 29 (1997), no. 1, 103-108. MR 1416415 (97k:60224)

17.
G.S. Watson. Goodness-of-fit tests on a circle. Biometrika, 48 (1961) p. 109-114.MR 0131930 (24:A1777)


Similar Articles:

Retrieve articles in Proceedings of the American Mathematical Society with MSC (2000): 62G10, 62H11, 47G10, 20C15

Retrieve articles in all Journals with MSC (2000): 62G10, 62H11, 47G10, 20C15


Additional Information:

Jean-Renaud Pycke
Affiliation: Départment de Mathématiques, Université d'Évry Val d'Essone, Boulevard F. Mitterrand, F-91025 Evry Cedex, France
Email: jrpycke@univ-evry.fr, pycke@ccr.jussieu.fr

DOI: 10.1090/S0002-9939-07-08804-1
PII: S 0002-9939(07)08804-1
Keywords: Goodness of fit test, $U$-statistics, group representations
Received by editor(s): January 1, 2006
Received by editor(s) in revised form: May 30, 2006
Posted: May 8, 2007
Communicated by: Edward C. Waymire
Copyright of article: Copyright 2007, American Mathematical Society
The copyright for this article reverts to public domain after 28 years from publication.


  AMS Website Logo Small Comments: webmaster@ams.org
© Copyright 2009, American Mathematical Society
Privacy Statement
Search the AMSPowered by Google