论文标题
非参数全球信封的比较
Comparison of non-parametric global envelopes
论文作者
论文摘要
这项研究提出了一项仿真研究，以比较Myllymäki等人提出的等级包膜的不同非参数全球信封。 （2017年，空间过程的全球信封测试，J。R。Statist。Soc。B79，381-404，doi：10.1111/rssb.12172）。全局信封是为一组功能或向量构建的。对于大量矢量，所有的改进都与全球排名信封相同的结果。对于较小数量的向量，改进会扮演角色，其中不同的改进对矢量中矢量的不同类型的极端性敏感。在一项模拟研究中比较了不同替代方案的性能，相对于可用矢量的数量，矢量的维度，矢量元素之间的依赖性和预期的极端类型。
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.
