×

Analogues on the sphere of the affine-equivariant spatial median. (English) Zbl 1510.62236

Summary: Robust estimation of location for data on the unit sphere \(\mathcal{S}^{p-1}\) is an important problem in directional statistics even though the influence functions of the sample mean direction and other location estimators are bounded. A significant limitation of previous literature on this topic is that robust estimators and procedures have been developed under the assumption that the underlying population is rotationally symmetric. This assumption often does not hold with real data and in these cases there is a needless loss of efficiency in the estimator. In this article, we propose two estimators for spherical data, both of which are analogous to the affine-equivariant spatial median in Euclidean space. The influence functions of the new location estimators are obtained under a new semiparametric elliptical symmetry model on the sphere and are shown to be standardized bias robust in the highly concentrated case; the influence function of the companion scatter matrix is also obtained. An iterative algorithm that computes both estimators is described. Asymptotic results, including consistency and asymptotic normality, are also derived for the location estimators that result from applying a fixed number of steps in this algorithm. Numerical studies demonstrate that both location estimators may be expected to perform well in practice in terms of efficiency and robustness. A brief example application from the geophysics literature is also provided.

MSC:

62H11 Directional data; spatial statistics
62R10 Functional data analysis
62F35 Robustness and adaptive procedures (parametric inference)
62G20 Asymptotic properties of nonparametric inference
62P35 Applications of statistics to physics
Full Text: DOI

References:

[1] Chan, Y. M.; He, X., “On Median-Type Estimators of Direction for the von Mises-Fisher Distribution, Biometrika, 80, 869-875 (1993) · Zbl 0795.62053 · doi:10.2307/2336878
[2] Chang, T., “Spatial Statistics, Statistical Science, 19, 624-635 (2004) · Zbl 1100.62574 · doi:10.1214/088342304000000567
[3] Clarke, B. R., “Uniqueness and Fréchet Differentiability of Functional Solutions to Maximum Likelihood Type Equations, The Annals of Statistics, 11, 1196-1205 (1983) · Zbl 0541.62023 · doi:10.1214/aos/1176346332
[4] Clarke, B. R., “The Selection Functional, Probability Theory and Mathematical Statistics, 11, 149-156 (1991) · Zbl 0739.62020
[5] Cromwell, G.; Johnson, C. L.; Tauxe, L.; Constable, C. G.; Jarboe, N. A., “PSV10: A Global Data Set for 0-10 Ma Time-Averaged Field and Paleosecular Variation Studies, Geochemistry, Geophysics, Geosystems, 19, 1533-1558 (2018) · doi:10.1002/2017GC007318
[6] Ducharme, G. R.; Milasevic, P., “Spatial Median and Directional Data, Biometrika, 74, 212-225 (1987) · Zbl 0607.62055 · doi:10.1093/biomet/74.1.212
[7] Haldane, J. B. S., “Note on the Median on a Multivariate Distribution, Biometrika, 35, 414-415 (1948) · Zbl 0032.03601 · doi:10.1093/biomet/35.3-4.414
[8] Hampel, F. R.; Ronchetti, E. M.; Rousseeuw, P. J.; Stahel, W. A., Robust Statistics: The Approach Based on Influence Functions (1986), New York: Wiley, New York · Zbl 0593.62027
[9] He, X.; Simpson, D. G., “Robust Direction Estimation, Annals of Statistics, 20, 351-369 (1992) · Zbl 0761.62035 · doi:10.1214/aos/1176348526
[10] Hettmansperger, T. P.; McKean, J. W., Robust Nonparametric Statistical Methods (2011), Boca Raton, FL: CRC Press, Boca Raton, FL · Zbl 1263.62048
[11] Hettmansperger, T. P.; Randles, R. H., “A Practical Affine Equivariant Multivariate Median, Biometrika, 89, 851-860 (2002) · Zbl 1036.62045 · doi:10.1093/biomet/89.4.851
[12] Huber, P. J., Robust Statistics (1981), New York: Wiley, New York · Zbl 0536.62025
[13] Kato, S.; Eguchi, S., “Robust Estimation of Location and Concentration Parameters for the von Mises-Fisher Distribution, Statistical Papers, 57, 205-234 (2016) · Zbl 1333.62145 · doi:10.1007/s00362-014-0648-9
[14] Kent, D. V.; Wang, H.; Rochette, P., “Equatorial Paleosecular Variation of the Geomagnetic Field From 0 to 3 Ma Lavas From the Galapagos Islands, Physics of the Earth and Planetary Interiors, 183, 404-412 (2010) · doi:10.1016/j.pepi.2010.08.010
[15] Kent, J. T., “The Fisher-Bingham Distribution on the Sphere, Journal of the Royal Statistical Society, Series B, 44, 71-80 (1982) · Zbl 0485.62015 · doi:10.1111/j.2517-6161.1982.tb01189.x
[16] Kent, J. T.; Er, F.; Constable, P. D. L.; Nordhausen, K.; Taskinen, S., Modern, Nonparametric, Robust Multivariate Methods, Algorithms for the Spatial Median (2015), Cham: Springer, Cham
[17] Kent, J. T.; Mardia, K. V.; McDonnell, P., “The Complex Bingham Quartic Distribution and Shape Analysis, Journal of the Royal Statistical Society, Series B, 68, 747-765 (2006) · Zbl 1110.62070 · doi:10.1111/j.1467-9868.2006.00565.x
[18] Ko, D.; Chang, T., “Robust M-Estimation on Spheres, Journal of Multivariate Analysis, 45, 104-136 (1993) · Zbl 0777.62056 · doi:10.1006/jmva.1993.1029
[19] Ko, D.; Guttorp, P., “Robustness of Estimators for Directional Data, Annals of Statistics, 16, 609-618 (1988) · Zbl 0645.62045 · doi:10.1214/aos/1176350822
[20] Ley, C.; Swan, Y.; Thiam, B.; Verdebout, T., “Optimal R-Estimation of a Spherical Location, Statistica Sinica, 23, 305-332 (2013) · Zbl 1259.62044 · doi:10.5705/ss.2011.206
[21] Lopuhaa, H. P.; Rousseeuw, P. J., “Breakdown Points of the Affine-Equivariant Estimators of Multivariate Location and Covariance Matrices, Annals of Statistics, 19, 229-248 (1991) · Zbl 0733.62058 · doi:10.1214/aos/1176347978
[22] Magnus, J. R.; Neudecker, H., Matrix Differential Calculus With Applications in Statistics and Econometrics (1988), New York: Wiley, New York · Zbl 0651.15001
[23] Magyar, A.; Tyler, D. E., “The Asymptotic Efficiency of the Spatial Median for Elliptically Symmetric Distributions, Sankhya B, 73, 165-192 (2011) · Zbl 1268.62051 · doi:10.1007/s13571-011-0032-x
[24] Mardia, K. V.; Jupp, P. E., Wiley Series in Probability and Statistics, Directional Statistics (2000), New York: Wiley, New York · Zbl 0935.62065
[25] Maronna, R. A., “Robust M-Estimation of Multivariate Location and Scatter, Annals of Statistics, 4, 51-67 (1976) · Zbl 0322.62054 · doi:10.1214/aos/1176343347
[26] McElhinny, M. W.; McFadden, P. L., “Palaeosecular Variation Over the Past 5 Myr Based on a New Generalized Database, Geophysical Journal International, 131, 240-252 (1997) · doi:10.1111/j.1365-246X.1997.tb01219.x
[27] Möttönen, J.; Nordhausen, K.; Oja, H., IMS Collections: Nonparametrics and Robustness in Modern Statistical Inference and Time Series Analysis: A Festschrift in Honor of Professor Jana Jurečkova, 7), Asymptotic Theory of the Spatial Median, 182-193 (2010), Beachwood, OH: Institute of Mathematical Statistics, Beachwood, OH · Zbl 1228.62003
[28] Paine, P. J.; Preston, S. P.; Tsagris, M.; Wood, A. T. A., “An Elliptically Symmetric Angular Gaussian Distribution, Statistics and Computing, 28, 689-697 (2018) · Zbl 1384.62047 · doi:10.1007/s11222-017-9756-4
[29] Rivest, L-P., “On the Information Matrix for Symmetric Distributions on the Hypersphere, Annals of Statistics, 12, 1085-1089 (1984) · Zbl 0545.62035 · doi:10.1214/aos/1176346724
[30] Scealy, J. L., “Modelling Techniques for Compositional Data Using Distributions Defined on the Hypersphere (2010)
[31] Scealy, J. L.; Welsh, A. H., “Regression for Compositional Data by Using Distributions Defined on the Hypersphere, Journal of the Royal Statistical Society, Series B, 73, 351-375 (2011) · Zbl 1411.62179 · doi:10.1111/j.1467-9868.2010.00766.x
[32] Scealy, J. L.; Wood, A. T. A., “Scaled von Mises-Fisher Distributions and Regression Models for Paleomagnetic Directional Data, Journal of the American Statistical Association, 114, 1547-1560 (2019) · Zbl 1428.62422 · doi:10.1080/01621459.2019.1585249
[33] Taskinen, S.; Oja, H.; Liu, R.; McKean, J. W., Robust Rank-Based and Nonparametric Methods, Influence Functions and Efficiencies of k-Step Hettmansperger-Randles Estimators,”, 189-207 (2016), Cham: Springer, Cham · Zbl 1366.62141
[34] Tauxe, L.; Kent, D. V., “A Simplified Statistical Model for the Geomagnetic Field and the Detection of Shallow Bias in Paleomagnetic Inclinations: Was the Ancient Magnetic Field Dipolar?,”, Timescales of the Paleomagnetic Field, 145, 101-116 (2004)
[35] Tyler, D. E., “Robustness and Efficiency Properties of Scatter Matrices, Biometrika, 70, 411-420 (1983) · Zbl 0536.62042 · doi:10.1093/biomet/70.2.411
[36] Tyler, D. E., “A Distribution-Free M-Estimator of Multivariate Scatter, Annals of Statistics, 15, 234-251 (1987) · Zbl 0628.62053
[37] van der Vaart, A. W., Asymptotic Statistics (2000), Cambridge: Cambridge University Press, Cambridge · Zbl 0943.62002
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.