A1492
Title: On runs tests for directional data and their local and asymptotic optimality properties
Authors: Maxime Boucher - Universite de Namur (UNamur) (Belgium) [presenting]
Thomas Verdebout - Universite Libre de Bruxelles (Belgium)
Yuichi Goto - Kyushu University (Japan)
Christian Francq - University of Lille and CREST (France)
Abstract: The problem of detecting some randomness within directional data is studied. Motivated by a real data example involving sunspot locations, a concept of runs properly adapted to the directional context is defined. It is then shown that tests based on the later runs enjoy some local and asymptotic properties against local alternatives with serial dependence. The finite sample performances of the tests are computed using Monte Carlo simulations, and their usefulness is shown in a real data illustration that involves the analysis of sunspots on the Photosphere.
