2012/05/18 by Christophe Ley, Ley, Christophe, Yvik Swan +3
Computer Science · Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #FOS: Mathematics #Financial Risk and Volatility Modeling #Geochemistry and Geologic Mapping #Scientific Research and Discoveries #Statistics Theory (math.ST) #math.ST #stat.TH
paper · pdf · doi:10.48550/arxiv.1205.4259
openalex publication_date 2012/05/18 · arxiv created 2012/12/06 · arxiv updated 2012/12/07 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
In this paper we tackle the ANOVA problem for directional data (with particular emphasis on geological data) by having recourse to the Le Cam methodology usually reserved for linear multivariate analysis. We construct locally and asymptotically most stringent parametric tests for ANOVA for directional data within the class of rotationally symmetric distributions. We turn these parametric tests into semi-parametric ones by (i) using a studentization argument (which leads to what we call pseudo-FvML tests) and by (ii) resorting to the invariance principle (which leads to efficient rank-based tests). Within each construction the semi-parametric tests inherit optimality under a given distribution (the FvML distribution in the first case, any rotationally symmetric distribution in the second) from their parametric antecedents and also improve on the latter by being valid under the whole class of rotationally symmetric distributions. Asymptotic relative efficiencies are calculated and the finite-sample behavior of the proposed tests is investigated by means of a Monte Carlo simulation. We conclude by applying our findings on a real-data example involving geological data.