A goodness-of-fit test for the von Mises-Fisher distribution. (English) Zbl 0543.62043
Summary: We derive a goodness-of-fit test for the von Mises-Fisher distribution which is an extension of a goodness-of-fit test for the von Mises distribution given by D. R. Cox in a discussion on the first author’s paper, ibid. 37, 349-393 (1975; Zbl 0314.62026). A robust version of the test is also given. Computational aspects of the test statistic are discussed and a numerical example is given.
MSC:
| 62H15 | Hypothesis testing in multivariate analysis |
| 62F35 | Robustness and adaptive procedures (parametric inference) |
| 65C99 | Probabilistic methods, stochastic differential equations |
| 62H10 | Multivariate distribution of statistics |
