Mean location and sample mean location on manifolds: Asymptotics, tests, confidence regions

Citation
H. Hendriks et Z. Landsman, Mean location and sample mean location on manifolds: Asymptotics, tests, confidence regions, J MULT ANAL, 67(2), 1998, pp. 227-243
Citations number
33
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF MULTIVARIATE ANALYSIS
ISSN journal
0047259X → ACNP
Volume
67
Issue
2
Year of publication
1998
Pages
227 - 243
Database
ISI
SICI code
0047-259X(199811)67:2<227:MLASML>2.0.ZU;2-5
Abstract
In a previous investigation we studied some asymptotic properties of the sa mple mean location on submanifolds of Euclidean space. The sample mean loca tion generalizes least squares statistics to smooth compact submanifolds of Euclidean space. In this paper these properties are put into use. Tests for hypotheses about mean location are constructed and confidence regions for mean location are indicated. We study the asymptotic distribution of the test statistic. The problem of comparing mean locations for two samples is analyzed. Special attention is paid to observations on Stiefel manifolds including th e orthogonal group O(p) and spheres Sk-1, and special orthogonal groups SO( p). The results also are illustrated with our experience with simulations. (C) 1998 Academic Press.