INFERENCE ON THE MODE OF WEAK DIRECTIONAL SIGNALS: A LE CAM PERSPECTIVE ON HYPOTHESIS TESTING NEAR SINGULARITIES

• 成果类型: Article
• 署名作者: Paindaveine, Davy; Verdebout, Thomas
• 署名单位: Universite Libre de Bruxelles; Universite Libre de Bruxelles
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/16-AOS1468
• 发表日期: 2017
• 页码: 800-832
• 关键词: spherical location; confidence sets; parameters

摘要

We revisit, in an original and challenging perspective, the problem of testing the null hypothesis that the mode of a directional signal is equal to a given value. Motivated by a real data example where the signal is weak, we consider this problem under asymptotic scenarios for which the signal strength goes to zero at an arbitrary rate eta(n). Both under the null and the alternative, we focus on rotationally symmetric distributions. We show that, while they are asymptotically equivalent under fixed signal strength, the classical Wald and Watson tests exhibit very different (null and nonnull) behaviours when the signal becomes arbitrarily weak. To fully characterize how challenging the problem is as a function of eta(n), we adopt a Le Cam, convergence of-statistical-experiments, point of view and show that the resulting limiting experiments crucially depend on eta(n). In the light of these results, the Watson test is shown to be adaptively rate-consistent and essentially adaptively Le Cam optimal. Throughout, our theoretical findings are illustrated via Monte Carlo simulations. The practical relevance of our results is also shown on the real data example that motivated the present work.