Nonparametric Measure-Transportation-Based Methods for Directional Data
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arXiv
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| Autori principali: | , , |
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| Natura: | Preprint |
| Pubblicazione: |
2022
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| _version_ | 1866917600057884672 |
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| author | Hallin, Marc Liu, Hang Verdebout, Thomas |
| author_facet | Hallin, Marc Liu, Hang Verdebout, Thomas |
| contents | This paper proposes various nonparametric tools based on measure transportation for directional data. We use optimal transports to define new notions of distribution and quantile functions on the hypersphere, with meaningful quantile contours and regions and closed-form formulas under the classical assumption of rotational symmetry. The empirical versions of our distribution functions enjoy the expected Glivenko-Cantelli property of traditional distribution functions. They provide fully distribution-free concepts of ranks and signs and define data-driven systems of (curvilinear) parallels and (hyper)meridians. Based on this, we also construct a universally consistent test of uniformity and a class of fully distribution-free and universally consistent tests for directional MANOVA which, in simulations, outperform all their existing competitors. A real-data example involving the analysis of sunspots concludes the paper. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2212_10345 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | Nonparametric Measure-Transportation-Based Methods for Directional Data Hallin, Marc Liu, Hang Verdebout, Thomas Statistics Theory This paper proposes various nonparametric tools based on measure transportation for directional data. We use optimal transports to define new notions of distribution and quantile functions on the hypersphere, with meaningful quantile contours and regions and closed-form formulas under the classical assumption of rotational symmetry. The empirical versions of our distribution functions enjoy the expected Glivenko-Cantelli property of traditional distribution functions. They provide fully distribution-free concepts of ranks and signs and define data-driven systems of (curvilinear) parallels and (hyper)meridians. Based on this, we also construct a universally consistent test of uniformity and a class of fully distribution-free and universally consistent tests for directional MANOVA which, in simulations, outperform all their existing competitors. A real-data example involving the analysis of sunspots concludes the paper. |
| title | Nonparametric Measure-Transportation-Based Methods for Directional Data |
| topic | Statistics Theory |
| url | https://arxiv.org/abs/2212.10345 |