Large Deviations for a Test of Symmetry Based on Kernel Density Estimator of Directional Data

Abstract:

      Assume that $f_n$ is the nonparametric kernel density estimator of directional data based on a kernel function $K$ and a sequence of independent and identically distributed random variables taking values in $d$-dimensional unit sphere ${\mathbb{S}}^{d-1}$. We established that the large deviation principle for $\{\sup_{x\in {\mathbb{S}}^{d-1}}|f_n(x)-f_n(-x)|,n\ge 1\}$ holds if the kernel function is a function with bounded variation, and the density function $f$ of the random variables is continuous and symmetric.