2015/06/04 by Tomáš Mrkvička, Mrkvička, Tomáš, Mari Myllymäki +3 · 1 citation
Chemistry · Economics, Econometrics and Finance · Mathematics · #Chemistry and Stereochemistry Studies #FOS: Computer and information sciences #Methodology (stat.ME) #Point processes and geometric inequalities #Regional Economics and Spatial Analysis #Spatial and Panel Data Analysis
paper · pdf · doi:10.48550/arxiv.1506.01646
openalex publication_date 2015/06/04 · openalex created_date 2022/10/04 · openalex updated_date 2026/07/28
The rank envelope test (Myllym "aki et al., Global envelope tests for spatial\nprocesses, arXiv:1307.0239 [stat.ME]) is proposed as a solution to multiple\ntesting problem for Monte Carlo tests. Three different situations are\nrecognized: 1) a few univariate Monte Carlo tests, 2) a Monte Carlo test with a\nfunction as the test statistic, 3) several Monte Carlo tests with functions as\ntest statistics. The rank test has correct (global) type I error in each case\nand it is accompanied with a p-value and with a graphical interpretation\nwhich shows which subtest or which distances of the used test function(s) lead\nto the rejection at the prescribed significance level of the test. Examples of\nnull hypothesis from point process and random set statistics are used to\ndemonstrate the strength of the rank envelope test. The examples include\ngoodness-of-fit test with several test functions, goodness-of-fit test for one\ngroup of point patterns, comparison of several groups of point patterns, test\nof dependence of components in a multi-type point pattern, and test of Boolean\nassumption for random closed sets.\n