Optimal R-Estimation of a Spherical Location

نویسندگان

  • Christophe LEY
  • Yvik SWAN
  • Baba THIAM
  • Thomas VERDEBOUT
  • Christophe Ley
  • Yvik Swan
  • Baba Thiam
  • Thomas Verdebout
چکیده

In this paper, we provide R-estimators of the location of a rotationally symmetric distribution on the unit sphere of R. In order to do so we first prove the local asymptotic normality property of a sequence of rotationally symmetric models; this is a non standard result due to the curved nature of the unit sphere. We then construct our estimators by adapting the Le Cam one-step methodology to spherical statistics and ranks. We show that they are asymptotically normal under any rotationally symmetric distribution and achieve the efficiency bound under a specific density. Their small sample behavior is studied via a Monte Carlo simulation and our methodology is illustrated on geological data.

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تاریخ انتشار 2011