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Article Dans Une Revue Electronic Journal of Statistics Année : 2017

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

Résumé

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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Dates et versions

hal-01345225 , version 1 (13-07-2016)
hal-01345225 , version 2 (21-12-2016)

Identifiants

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Elena Di Bernardino, Anne Estrade, José Rafael León. A test of Gaussianity based on the Euler characteristic of excursion sets. Electronic Journal of Statistics , 2017, 11 (1), pp.843-890. ⟨10.1214/17-EJS1248⟩. ⟨hal-01345225v2⟩
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