Confidence regions for spatial excursion sets from repeated random field observations, with an application to climate.
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ABSTRACT:
SUBMITTER: Sommerfeld M
PROVIDER: S-EPMC6709714 | biostudies-literature | 2018
REPOSITORIES: biostudies-literature
Publications
Confidence regions for spatial excursion sets from repeated random field observations, with an application to climate.
Sommerfeld Max M Sain Stephan S Schwartzman Armin A
Journal of the American Statistical Association 20180612 523
The goal of this paper is to give confidence regions for the excursion set of a spatial function above a given threshold from repeated noisy observations on a fine grid of fixed locations. Given an asymptotically Gaussian estimator of the target function, a pair of data-dependent nested excursion sets are constructed that are sub- and super-sets of the true excursion set, respectively, with a desired confidence. Asymptotic coverage probabilities are determined via a multiplier bootstrap method, ...[more]
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