Comparison of approaches for local testing with functional test statistics

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F60076658%3A12220%2F24%3A43908279" target="_blank" >RIV/60076658:12220/24:43908279 - isvavai.cz</a>

Výsledek na webu

<a href="https://www.tandfonline.com/doi/full/10.1080/00949655.2024.2396992" target="_blank" >https://www.tandfonline.com/doi/full/10.1080/00949655.2024.2396992</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1080/00949655.2024.2396992" target="_blank" >10.1080/00949655.2024.2396992</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Comparison of approaches for local testing with functional test statistics

Popis výsledku v původním jazyce

Several new methods have been recently developed for the problem of domain selection when the test statistic is functional. That is, the aim is to distinguish between the two domains where the tested hypothesis should be rejected and where it should not. This work aims to compare these new methods through an extensive simulation study that consists of 1584 scenarios. The error rate, consisting of type I and type II errors, was chosen as a measure to compare the methods, regarding the two types of errors equally important. The false discovery rate methods consistently showed the best performance of all methods. When higher importance is given to type I error rate, the family-wise error rate methods should be preferred. From these methods, the global envelope test performed the best for smoother functions. None of the tested methods was consistently the best for very wiggly functions.

Název v anglickém jazyce

Comparison of approaches for local testing with functional test statistics

Popis výsledku anglicky

Several new methods have been recently developed for the problem of domain selection when the test statistic is functional. That is, the aim is to distinguish between the two domains where the tested hypothesis should be rejected and where it should not. This work aims to compare these new methods through an extensive simulation study that consists of 1584 scenarios. The error rate, consisting of type I and type II errors, was chosen as a measure to compare the methods, regarding the two types of errors equally important. The false discovery rate methods consistently showed the best performance of all methods. When higher importance is given to type I error rate, the family-wise error rate methods should be preferred. From these methods, the global envelope test performed the best for smoother functions. None of the tested methods was consistently the best for very wiggly functions.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

10103 - Statistics and probability

Projekt

—

Návaznosti

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2024

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Journal of Statistical Computation and Simulation

ISSN

0094-9655

e-ISSN

1563-5163

Svazek periodika

94

Číslo periodika v rámci svazku

16

Stát vydavatele periodika

GB - Spojené království Velké Británie a Severního Irska

Počet stran výsledku

18

Strana od-do

"3555–3572"

Kód UT WoS článku

001309984500001

EID výsledku v databázi Scopus

2-s2.0-85203594528