Multivariate saddlepoint tests on the mean direction of the von Mises-Fisher distribution

作者：Gatto R^*

来源：Metrika, 2017, 80(6-8): 733-747.

DOI：10.1007/s00184-017-0625-0

• Cumulant generating function
• Directional distribution
• M-functional
• Minimum L-2-distance estimator
• P value
• Relative error

This article provides P values for two new tests on the mean direction of the von Mises-Fisher distribution. The test statistics are obtained from the exponent of the saddlepoint approximation to the density of M-estimators, as suggested by Robinson et al. (Ann Stat 31:1154-1169, 2003). These test statistics are chi-square distributed with asymptotically small relative errors. Despite the high dimensionality of the problem, the proposed P values are accurate and simple to compute. The numerical precision of the P values of the new tests is illustrated by some simulation studies.

• 出版日期2017-11