Adaptive tests for ANOVA in Fisher-von Mises-Langevin populations under heteroscedasticity

被引:2
|
作者
Basak, Shreyashi [1 ]
Pauly, Markus [2 ,3 ]
Kumar, Somesh [1 ]
机构
[1] Indian Inst Technol Kharagpur, Dept Math, Kharagpur 721302, W Bengal, India
[2] TU Dortmund Univ, Dept Stat, D-44227 Dortmund, Germany
[3] UA Ruhr, Res Ctr Trustworthy Data Sci & Secur, D-44227 Dortmund, Germany
关键词
Fisher-von Mises-Langevin; Parametric bootstrap; Nonparametric bootstrap; Permutation test; Robustness; MULTISAMPLE TESTS; BOOTSTRAP;
D O I
10.1007/s00180-022-01298-1
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Fisher-von Mises-Langevin distributions are widely used for modeling directional data. In this paper, the problem of testing homogeneity of mean directions of several Fisher-von Mises-Langevin populations is considered when the concentration parameters are unknown and heterogeneous. First, an adaptive test based on the likelihood ratio statistic is proposed. Critical points are evaluated using a parametric bootstrap. Second, a heuristic test statistic is considered based on pairwise group differences. A nonparametric bootstrap procedure is adapted for evaluating critical points. Finally, a permutation test is also proposed. An extensive simulation study is performed to compare the size and power values of these tests with those proposed earlier. It is observed that both parametric and nonparametric bootstrap based tests achieve size values quite close to the nominal size. Asymptotic tests and permutation tests have size values higher than the nominal size. Bootstrap tests are seen to have very good power performance. The robustness of tests is also studied by considering contamination in Fisher-von Mises-Langevin distributions. R packages are developed for the actual implementation of all tests. A real data set has been considered for illustrations.
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页码:433 / 459
页数:27
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