Global Envelope Tests for Spatial Processes

Mari Myllymäki, Tomáš Mrkvička, Pavel Grabarnik, Henri Seijo, Ute Hahn

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159 Citations (Scopus)
155 Downloads (Pure)

Abstract

Envelope tests are a popular tool in spatial statistics, where they are used in goodness-of-fit testing. These tests graphically compare an empirical function T(r) with its simulated counterparts from the null model. However, the type I error probability α is conventionally controlled for a fixed distance r only, whereas the functions are inspected on an interval of distances I. In this study, we propose two approaches related to Barnard's Monte Carlo test for building global envelope tests on I: ordering the empirical and simulated functions on the basis of their r-wise ranks among each other, and the construction of envelopes for a deviation test. These new tests allow the a priori choice of the global α and they yield p-values. We illustrate these tests by using simulated and real point pattern data.

Original languageEnglish
JournalJournal of the Royal Statistical Society, Series B (Statistical Methodology)
Volume79
Issue2
Pages (from-to)381-404
Number of pages27
ISSN1369-7412
DOIs
Publication statusPublished - 1 Mar 2017

Keywords

  • Deviation test
  • Functional depth
  • Global envelope test
  • Goodness-of-fit test
  • Monte Carlo p-value
  • Spatial point pattern

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