arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2008.09650stat.MEstat.CO
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非参数全局包络的比较

Comparison of non-parametric global envelopes

Mari Myllymäki, Tomáš Mrkvička

摘要:

这项研究提出了一项模拟研究,以比较不同的非参数全局包络,这些包络是Myllymäki等人提出的秩包络的改进(2017年,空间过程的全局包络测试,J. R。中央集权主义者B 79,381-404,doi:10.1111/rssb.12172)。全局包络是为一组函数或向量构造的。对于大量的向量,所有的细化导致与全局秩包络相同的结果。对于较小数量的向量,细化起作用,其中不同的细化对向量集合中向量的不同类型的极值敏感。不同的替代品的性能进行了比较,在模拟研究中的可用向量的数量,向量的维数,向量元素和预期类型的极值之间的依赖量。

英文摘要:

This study presents a simulation study to compare different non-parametric global envelopes that are refinements of the rank envelope proposed by Myllymäki et al. (2017, Global envelope tests for spatial processes, J. R. Statist. Soc. B 79, 381-404, doi: 10.1111/rssb.12172). The global envelopes are constructed for a set of functions or vectors. For a large number of vectors, all the refinements lead to the same outcome as the global rank envelope. For smaller numbers of vectors the refinement playes a role, where different refinements are sensitive to different types of extremeness of a vector among the set of vectors. The performance of the different alternatives are compared in a simulation study with respect to the numbers of available vectors, the dimensionality of the vectors, the amount of dependence between the vector elements and the expected type of extremeness.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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