Modifications of the Rayleigh and Bingham Tests for Uniformity of Directions

The general machinery of Cordeiro and Ferrari (1991, Biometrika78, 573-582) and Chandra and Mukerjee (1991, J. Multivariate Anal.36, 103-112) provides modifications of score test statistics which bring the null distributions close to their large-sample asymptotic distributions. These modifications are calculated here for the Rayleigh and Bingham tests of uniformity on spheres of arbitrary dimension, Stiefel manifolds, rotation groups, Grassmann manifolds and complex projective spaces.

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Year of publication:	2001
Authors:	Jupp, P. E.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 77.2001, 1, p. 1-20
Publisher:	Elsevier
Keywords:	complex projective space generalized Bartlett correction Grassmann manifold rotation group sphere Stiefel manifold uniform distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005153209