  For many decades, ultrahigh energy charged particles of unknown origin that
can be observed from the ground have been a puzzle for particle physicists and
astrophysicists. As an attempt to discriminate among several possible
production scenarios, astrophysicists try to test the statistical isotropy of
the directions of arrival of these cosmic rays. At the highest energies, they
are supposed to point toward their sources with good accuracy. However, the
observations are so rare that testing the distribution of such samples of
directional data on the sphere is nontrivial. In this paper, we choose a
nonparametric framework that makes weak hypotheses on the alternative
distributions and allows in turn to detect various and possibly unexpected
forms of anisotropy. We explore two particular procedures. Both are derived
from fitting the empirical distribution with wavelet expansions of densities.
We use the wavelet frame introduced by [SIAM J. Math. Anal. 38 (2006b) 574-594
(electronic)], the so-called needlets. The expansions are truncated at scale
indices no larger than some ${J^{\star}}$, and the $L^p$ distances between
those estimates and the null density are computed. One family of tests (called
Multiple) is based on the idea of testing the distance from the null for each
choice of $J=1,\ldots,{J^{\star}}$, whereas the so-called PlugIn approach is
based on the single full ${J^{\star}}$ expansion, but with thresholded wavelet
coefficients. We describe the practical implementation of these two procedures
and compare them to other methods in the literature. As alternatives to
isotropy, we consider both very simple toy models and more realistic
nonisotropic models based on Physics-inspired simulations. The Monte Carlo
study shows good performance of the Multiple test, even at moderate sample
size, for a wide sample of alternative hypotheses and for different choices of
the parameter ${J^{\star}}$. On the 69 most energetic events published by the
Pierre Auger Collaboration, the needlet-based procedures suggest statistical
evidence for anisotropy. Using several values for the parameters of the
methods, our procedures yield $p$-values below 1%, but with uncontrolled
multiplicity issues. The flexibility of this method and the possibility to
modify it to take into account a large variety of extensions of the problem
make it an interesting option for future investigation of the origin of
ultrahigh energy cosmic rays.
