[Forum SIS] DEC Statistics Seminar (Bocconi) - November 5th

[Isadora Antoniano]

Dear all,
We are glad to announce the next:

*DEC - Statistics Seminar*
*Thursday, **November 5th*
*Università Bocconi,*
*Room 3-E4-SR03*
*Via Rontgen 1 - 3rd floor*
*Time: 12:30pm*


Davy PAINDAVEINE (Université Libre de Bruxelles)

*"Testing uniformity on high-dimensional spheres against rotationally
symmetric alternatives"*

Abstract:
We consider the problem of testing uniformity on high-dimensional unit
spheres. We are primarily interested in non-null issues. We show that
rotationally symmetric alternatives lead to two Local Asymptotic Normality
(LAN) structures. The first one is for fixed modal location theta and
allows to derive locally asymptotically most powerful tests under specified
theta. The second one, that addresses the Fisher-von Mises-Langevin (FvML)
case, relates to the unspecified-heta problem and shows that the
high-dimensional Rayleigh test is locally asymptotically most powerful
invariant. Under mild assumptions, we derive the asymptotic non-null
distribution of this test, which allows to extend away from the FvML case
the asymptotic powers obtained there from Le Cam's third lemma. Throughout,
we allow the dimension p to go to infinity in an arbitrary way as a
function of the sample size n. Some of our results also strengthen the
local optimality properties of the Rayleigh test in low dimensions. We
perform a Monte Carlo study to illustrate our asymptotic results. Finally,
we treat an application related to testing for sphericity in high
dimensions.
Joint work with Christine Cutting and Thomas Verdebout

The DEC seminar schedule is available at
http://www.unibocconi.eu/statseminar

Kind regards,

Isadora Antoniano and Raffaella Piccarreta.

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Isadora Antoniano-Villalobos
DEC - Department of Decision Sciences,
Universita' L.Bocconi, via Guglielmo Röntgen 1 (3rd floor, room D1-16).
20136, Milano.
 Web page :English version
<http://didattica.unibocconi.eu/docenti/cv.php?rif=155245>
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