FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2906147726> ?p ?o ?g. }

• W2906147726 abstract "We consider inference on the first principal direction of a $p$-variate elliptical distribution. We do so in challenging double asymptotic scenarios for which this direction eventually fails to be identifiable. In order to achieve robustness not only with respect to such weak identifiability but also with respect to heavy tails, we focus on sign-based statistical procedures, that is, on procedures that involve the observations only through their direction from the center of the distribution. We actually consider the generic problem of testing the null hypothesis that the first principal direction coincides with a given direction of $mathbb{R}^p$. We first focus on weak identifiability setups involving single spikes (that is, involving spectra for which the smallest eigenvalue has multiplicity $p-1$). We show that, irrespective of the degree of weak identifiability, such setups offer local alternatives for which the corresponding sequence of statistical experiments converges in the Le Cam sense. Interestingly, the limiting experiments depend on the degree of weak identifiability. We exploit this convergence result to build optimal sign tests for the problem considered. In classical asymptotic scenarios where the spectrum is fixed, these tests are shown to be asymptotically equivalent to the sign-based likelihood ratio tests available in the literature. Unlike the latter, however, the proposed sign tests are robust to arbitrarily weak identifiability. We show that our tests meet the asymptotic level constraint irrespective of the structure of the spectrum, hence also in possibly multi-spike setups. We fully characterize the non-null asymptotic distributions of the corresponding test statistics under weak identifiability, which allows us to quantify the corresponding local asymptotic powers." @default.
• W2906147726 created "2019-01-01" @default.
• W2906147726 creator A5014231953 @default.
• W2906147726 creator A5024732230 @default.
• W2906147726 creator A5046800465 @default.
• W2906147726 date "2018-12-21" @default.
• W2906147726 modified "2023-09-27" @default.
• W2906147726 title "Sign tests for weak principal directions" @default.
• W2906147726 cites W1553005346 @default.
• W2906147726 cites W1571696237 @default.
• W2906147726 cites W1982733046 @default.
• W2906147726 cites W1996584951 @default.
• W2906147726 cites W2008418230 @default.
• W2906147726 cites W2010869188 @default.
• W2906147726 cites W2019740336 @default.
• W2906147726 cites W2021553162 @default.
• W2906147726 cites W2025678117 @default.
• W2906147726 cites W2029643397 @default.
• W2906147726 cites W2032978955 @default.
• W2906147726 cites W2045699630 @default.
• W2906147726 cites W2046902807 @default.
• W2906147726 cites W2058124569 @default.
• W2906147726 cites W2058989825 @default.
• W2906147726 cites W2063810715 @default.
• W2906147726 cites W2065824479 @default.
• W2906147726 cites W2074430041 @default.
• W2906147726 cites W2082760567 @default.
• W2906147726 cites W2084171828 @default.
• W2906147726 cites W2086760975 @default.
• W2906147726 cites W2099634420 @default.
• W2906147726 cites W2102596683 @default.
• W2906147726 cites W2141867488 @default.
• W2906147726 cites W2149862193 @default.
• W2906147726 cites W2150136439 @default.
• W2906147726 cites W2165918462 @default.
• W2906147726 cites W2415965224 @default.
• W2906147726 cites W2461966414 @default.
• W2906147726 cites W2482053526 @default.
• W2906147726 cites W2766334730 @default.
• W2906147726 cites W2769592479 @default.
• W2906147726 cites W2963834663 @default.
• W2906147726 cites W3102692484 @default.
• W2906147726 hasPublicationYear "2018" @default.
• W2906147726 type Work @default.
• W2906147726 sameAs 2906147726 @default.
• W2906147726 citedByCount "1" @default.
• W2906147726 countsByYear W29061477262019 @default.
• W2906147726 crossrefType "posted-content" @default.
• W2906147726 hasAuthorship W2906147726A5014231953 @default.
• W2906147726 hasAuthorship W2906147726A5024732230 @default.
• W2906147726 hasAuthorship W2906147726A5046800465 @default.
• W2906147726 hasConcept C105795698 @default.
• W2906147726 hasConcept C120665830 @default.
• W2906147726 hasConcept C121332964 @default.
• W2906147726 hasConcept C122770356 @default.
• W2906147726 hasConcept C134306372 @default.
• W2906147726 hasConcept C139676723 @default.
• W2906147726 hasConcept C158693339 @default.
• W2906147726 hasConcept C185429906 @default.
• W2906147726 hasConcept C191988596 @default.
• W2906147726 hasConcept C192209626 @default.
• W2906147726 hasConcept C203763787 @default.
• W2906147726 hasConcept C28826006 @default.
• W2906147726 hasConcept C33923547 @default.
• W2906147726 hasConcept C38652104 @default.
• W2906147726 hasConcept C41008148 @default.
• W2906147726 hasConcept C57945734 @default.
• W2906147726 hasConcept C62520636 @default.
• W2906147726 hasConcept C65778772 @default.
• W2906147726 hasConcept C76178495 @default.
• W2906147726 hasConcept C77088390 @default.
• W2906147726 hasConcept C87007009 @default.
• W2906147726 hasConceptScore W2906147726C105795698 @default.
• W2906147726 hasConceptScore W2906147726C120665830 @default.
• W2906147726 hasConceptScore W2906147726C121332964 @default.
• W2906147726 hasConceptScore W2906147726C122770356 @default.
• W2906147726 hasConceptScore W2906147726C134306372 @default.
• W2906147726 hasConceptScore W2906147726C139676723 @default.
• W2906147726 hasConceptScore W2906147726C158693339 @default.
• W2906147726 hasConceptScore W2906147726C185429906 @default.
• W2906147726 hasConceptScore W2906147726C191988596 @default.
• W2906147726 hasConceptScore W2906147726C192209626 @default.
• W2906147726 hasConceptScore W2906147726C203763787 @default.
• W2906147726 hasConceptScore W2906147726C28826006 @default.
• W2906147726 hasConceptScore W2906147726C33923547 @default.
• W2906147726 hasConceptScore W2906147726C38652104 @default.
• W2906147726 hasConceptScore W2906147726C41008148 @default.
• W2906147726 hasConceptScore W2906147726C57945734 @default.
• W2906147726 hasConceptScore W2906147726C62520636 @default.
• W2906147726 hasConceptScore W2906147726C65778772 @default.
• W2906147726 hasConceptScore W2906147726C76178495 @default.
• W2906147726 hasConceptScore W2906147726C77088390 @default.
• W2906147726 hasConceptScore W2906147726C87007009 @default.
• W2906147726 hasLocation W29061477261 @default.
• W2906147726 hasOpenAccess W2906147726 @default.
• W2906147726 hasPrimaryLocation W29061477261 @default.
• W2906147726 hasRelatedWork W2009190894 @default.
• W2906147726 hasRelatedWork W2118479715 @default.
• W2906147726 hasRelatedWork W2188869357 @default.
• W2906147726 hasRelatedWork W2518710099 @default.

• next