2 research outputs found
Detecting the direction of a signal on high-dimensional spheres: Non-null and Le Cam optimality results
We consider one of the most important problems in directional statistics,
namely the problem of testing the null hypothesis that the spike direction
of a Fisher-von Mises-Langevin distribution on the -dimensional
unit hypersphere is equal to a given direction . After a reduction
through invariance arguments, we derive local asymptotic normality (LAN)
results in a general high-dimensional framework where the dimension goes
to infinity at an arbitrary rate with the sample size , and where the
concentration behaves in a completely free way with , which
offers a spectrum of problems ranging from arbitrarily easy to arbitrarily
challenging ones. We identify various asymptotic regimes, depending on the
convergence/divergence properties of , that yield different
contiguity rates and different limiting experiments. In each regime, we derive
Le Cam optimal tests under specified and we compute, from the Le Cam
third lemma, asymptotic powers of the classical Watson test under contiguous
alternatives. We further establish LAN results with respect to both spike
direction and concentration, which allows us to discuss optimality also under
unspecified . To investigate the non-null behavior of the Watson test
outside the parametric framework above, we derive its local asymptotic powers
through martingale CLTs in the broader, semiparametric, model of rotationally
symmetric distributions. A Monte Carlo study shows that the finite-sample
behaviors of the various tests remarkably agree with our asymptotic results.Comment: 47 pages, 4 figure