作者：Paindaveine, Davy; Verdebout, Thomas
作者单位：Universite Libre de Bruxelles; Universite Libre de Bruxelles; Universite de Toulouse; Universite Toulouse 1 Capitole; Toulouse School of Economics
摘要：We consider one of the most important problems in directional statistics, namely the problem of testing the null hypothesis that the spike direction theta of a Fisher-von Mises-Langevin distribution on the p-dimensional unit hypersphere is equal to a given direction theta 0. After a reduction through invariance arguments, we derive local asymptotic normality (LAN) results in a general high-dimensional framework where the dimension pn goes to infinity at an arbitrary rate with the sample size n...
作者：Backhoff-Veraguas, Julio; Bartl, Daniel; Beiglboeck, Mathias; Eder, Manu
作者单位：University of Vienna
摘要：A number of researchers have introduced topological structures on the set of laws of stochastic processes. A unifying goal of these authors is to strengthen the usual weak topology in order to adequately capture the temporal structure of stochastic processes. Aldous defines an extended weak topology based on the weak convergence of prediction processes. In the economic literature, Hellwig introduced the information topology to study the stability of equilibrium problems. Bion-Nadal and Talay i...
