Multiple Monte Carlo testing, with applications in spatial point processes

DOI10.1007/S11222-016-9683-9MaRDI QIDQ89181zbMATH OpenOpenAlexFDO

Authors Tomáš Mrkvička, Mari Myllymäki, T. Mrkvicka, Mari Myllymäki, Ute Hahn

Publication date 21 July 2016

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1506.01646

zbMATH Keywords

Boolean model testenvelope testextreme rank orderinggoodness-of-fit testMonte Carlo testingmulti-type point processrank envelope testsuperposition hypothesis

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Inference from spatial processes (62M30) Hypothesis testing in multivariate analysis (62H15) Paired and multiple comparisons; multiple testing (62J15)

Abstract: The rank envelope test (Myllym"aki et al., Global envelope tests for spatial processes, arXiv:1307.0239 [stat.ME]) is proposed as a solution to 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 shows which subtest or which distances of the used test function(s) lead to the rejection at the prescribed significance level of the test. Examples of null hypothesis 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 one group of point patterns, comparison of several groups of point patterns, test of dependence of components in a multi-type point pattern, and test of Boolean assumption for random closed sets.

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Cited in

(14)

• Inference for cluster point processes with over- or under-dispersed cluster sizes
• Global envelope tests for spatial processes
• A one-way ANOVA test for functional data with graphical interpretation.
• A nonparametric graphical tests of significance in functional GLM
• The Accumulated Persistence Function, a New Useful Functional Summary Statistic for Topological Data Analysis, With a View to Brain Artery Trees and Spatial Point Process Applications
• Structured space-sphere point processes and \(K\)-functions
• New methods for multiple testing in permutation inference for the general linear model
• GET
• Modelling columnarity of pyramidal cells in the human cerebral cortex
• Comment on ``A depth-based global envelope test for comparing two groups of functions with applications to biomedical data by S. Lopez-Pintado and K. Qian
• Graphical tests of independence for general distributions
• Stochastic square of the Brennan-Schwartz diffusion process: statistical computation and application
• Testing for Spatial Association Between a Point Process and Another Stochastic Process
• Optimal allocation of Monte Carlo simulations to multiple hypothesis tests

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