A test of Gaussianity based on the Euler characteristic of excursion sets

Abstract : In the present paper, we deal with a stationary isotropic random field X : R d → R and we assume it is partially observed through some level functionals. We aim at providing a methodology for a test of Gaussianity based on this information. More precisely, the level func-tionals are given by the Euler characteristic of the excursion sets above a finite number of levels. On the one hand, we study the properties of these level functionals under the hypothesis that the random field X is Gaussian. In particular, we focus on the mapping that associates to any level u the expected Euler characteristic of the excursion set above level u. On the other hand, we study the same level functionals under alternative distributions of X, such as chi-square, harmonic oscillator and shot noise. In order to validate our methodology, a part of the work consists in numerical experimentations. We generate Monte-Carlo samples of Gaussian and non-Gaussian random fields and compare, from a statistical point of view, their level functionals. Goodness-of-fit p−values are displayed for both cases. Simulations are performed in one dimensional case (d = 1) and in two dimensional case (d = 2), using R.
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Electronic journal of statistics , Shaker Heights, OH : Institute of Mathematical Statistics, 2017, 11 (1), pp.843-890. <10.1214/17-EJS1248>
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Soumis le : mercredi 21 décembre 2016 - 09:54:16
Dernière modification le : jeudi 30 mars 2017 - 14:09:22

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Elena Bernardino, Anne Estrade, José León. A test of Gaussianity based on the Euler characteristic of excursion sets. Electronic journal of statistics , Shaker Heights, OH : Institute of Mathematical Statistics, 2017, 11 (1), pp.843-890. <10.1214/17-EJS1248>. <hal-01345225v2>

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