On tests of independence for spherical data-invariance and centering

There are a large number of tests available for testing the independence of two circular, two spherical, or two hyper-spherical responses. We first investigate the implications of invariance and various forms of the maximal invariant, and this leads to a new test statistic. Next, we introduce a model for circular dependence to compare the power of all the tests.

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Year of publication:	2002
Authors:	Johnson, Richard A. ; Shieh, Grace S.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 57.2002, 4, p. 327-335
Publisher:	Elsevier
Keywords:	Circular data Maximal invariants Power Spherical models of dependence

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

Persistent link: https://www.econbiz.de/10005138358