Multidimensional p-p plots and precedence tests for point processes on R-d

作者：Jordan Adriana; Ivanoff B Gail^*

来源：Journal of Multivariate Analysis, 2013, 115: 122-137.

DOI：10.1016/j.jmva.2012.09.006

• Copula process
• Gaussian process
• p-p plot
• Precedence test
• Stochastic order
• Random set

Given two univariate distributions F and G, the hypothesis that F = G can be tested against the alternative that F %26lt; G using a precedence test statistic, or more generally the procentile-procentile plot of G against F. In this paper we propose a d-dimensional generalization of the p-p plot that can be used to construct a precedence test of F = G against the alternative that F %26lt; G for various stochastic orders on R-d. The p-p plot process is shown to converge to a Gaussian limit. Under the null hypothesis, the p-p plot can be regarded as a two sample version of the empirical copula process. In one dimension, the test statistics proposed correspond to classical nonparametric rank-based tests.

• 出版日期2013-3