Estimation of Local Anisotropy Based on Level Sets - Archive ouverte HAL Accéder directement au contenu
Pré-Publication, Document De Travail Année : 2021

Estimation of Local Anisotropy Based on Level Sets

Corinne Berzin

Résumé

Consider an affine Gaussian field X : R 2 → R, that is a process equal in law to Z(At), where Z is isotropic and A : R2 → R2 is a self-adjoint definite positive matrix. Denote 0 < λ = λ_2 / λ_1 \le 1 the ratio of the eigenvalues of A. This paper is aimed at testing the null hypothesis " X is isotropic" versus the alternative " X is affine". Roughly speaking, this amounts to testing " λ = 1 " versus " λ < 1 ". By setting level u in R, this is implemented by the partial observations of process X through some particular level functionals viewed over a square T, which grows to R2. This leads us to provide estimators for the affinity parameters that are shown to be almost surely consistent. Their asymptotic normality provide confidence intervals for parameters. This paper offered an important opportunity to study general level functionals near the level u, part of the difficulties arises from the fact that the topology of level set CT,X (u) = {t ∈ T : X(t) = u} can be irregular, even if the trajectories of X are regular. A significant part of the paper is dedicated to show the L2-continuity in the level u of these general functionals.
Fichier principal
Vignette du fichier
test_isotropie_17-03-21_revision.pdf (856.63 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)

Dates et versions

hal-01676491 , version 1 (10-01-2018)
hal-01676491 , version 2 (30-01-2020)
hal-01676491 , version 3 (17-03-2021)
hal-01676491 , version 4 (07-01-2022)

Identifiants

Citer

Corinne Berzin. Estimation of Local Anisotropy Based on Level Sets. 2021. ⟨hal-01676491v3⟩
337 Consultations
96 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More