2020/08/21 by Mari Myllymäki, Myllymäki, Mari, Tomáš Mrkvička +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Advanced Statistical Methods and Models #Computation (stat.CO) #FOS: Computer and information sciences #Methodology (stat.ME) #Spatial and Panel Data Analysis #Statistical Methods and Inference
paper · pdf · doi:10.48550/arxiv.2008.09650
openalex publication_date 2020/08/21 · openalex created_date 2020/09/01 · openalex updated_date 2026/07/28
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.