Multiple Monte Carlo testing, with applications in spatial point processes

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F60076658%3A12510%2F17%3A43895297" target="_blank" >RIV/60076658:12510/17:43895297 - isvavai.cz</a>
Result on the web
<a href="https://link.springer.com/article/10.1007/s11222-016-9683-9" target="_blank" >https://link.springer.com/article/10.1007/s11222-016-9683-9</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/s11222-016-9683-9" target="_blank" >10.1007/s11222-016-9683-9</a>

Result language
angličtina
Original language name
Multiple Monte Carlo testing, with applications in spatial point processes
Original language description
The rank envelope test (Myllymäki et al. in J R Stat Soc B, doi:10.1111/rssb.12172, 2016) is proposed as a solution to the multiple testing problem for Monte Carlo tests. Three different situations are recognized: (1) a few univariate Monte Carlo tests, (2) a Monte Carlo test with a function as the test statistic, (3) several Monte Carlo tests with functions as test statistics. The rank test has correct (global) type I error in each case and it is accompanied with a p-value and with a graphical interpretation which determines subtests and distances of the used test function(s) which lead to the rejection at the prescribed significance level of the test. Examples of null hypotheses from point process and random set statistics are used to demonstrate the strength of the rank envelope test. The examples include goodness-of-fit test with several test functions, goodness-of-fit test for a group of point patterns, test of dependence of components in a multi-type point pattern, and test of the Boolean assumption for random closed sets. A power comparison to the classical multiple testing procedures is given.
Czech name
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Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
10103 - Statistics and probability

Project
<a href="/en/project/GA16-03708S" target="_blank" >GA16-03708S: Spatial geometrical statistics of random sets in Euclidean spaces</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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