This paper provides parametric and rank-based optimal tests for eigenvectors and eigenvalues of covariance or scatter matrices in elliptical families. The parametric tests extend the Gaussian likelihood ratio tests of Anderson (1963) and their pseudo-Gaussian robustifications by Tyler (1981,...

This paper provides optimal testing procedures for the m-sample null hypothesis of Common Principal Components (CPC) under possibly non Gaussian and heterogenous elliptical densities. We first establish, under very mild assumptions that do not require finite moments of order four, the local...

We consider asymptotic inference for the concentration of directional data. More precisely, wepropose tests for concentration (i) in the low-dimensional case where the sample size n goes to infinity andthe dimension p remains fixed, and (ii) in the high-dimensional case where both n and p become...

We propose rank-based estimators of principal components, both in the one-sample and, under the assumption of <italic>common principal components</italic>, in the <italic>m</italic>-sample cases. Those estimators are obtained via a rank-based version of Le Cam's one-step method, combined with an estimation of <italic>cross-information...</italic>

We tackle the classical two-sample spherical location problem for directional data by having recourse to the Le Cam methodology, habitually used in classical linear multivariate analysis. More precisely we construct locally and asymptotically optimal (in the maximin sense) parametric tests,...