An Extreme-value Test for Structural Breaks in Spatial Trends
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Author(s)
Related Research Unit(s)
Detail(s)
Original language | English |
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Journal / Publication | Statistica Sinica |
Online published | 2024 |
Publication status | Online published - 2024 |
Link(s)
DOI | DOI |
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Permanent Link | https://scholars.cityu.edu.hk/en/publications/publication(e59e5a5b-37f1-4a14-8698-fdd13ec6d6b7).html |
Abstract
Non-stationary spatial phenomena are common in various fields such as climate and medical image processing. While many methods examine non-stationary spatial covariance structures, more methods are needed for detecting sudden trend breaks in spatial data. Based on the maximal value of the neighboring discrepancy measurement in the sample space, this paper presents an extreme-value test statistic to detect trend breaks. A simulation-based algorithm is developed to detect breaks in spatial trends at various locations, from which the shape of changing boundaries can be revealed. A simulation study reveals that the test is very effective in detecting structural breaks, especially when they appear at the boundary of the sampling region. Analyses of Australian rainfall and lung tumor data demonstrate the accuracy and wide applicability of the proposed method.
Research Area(s)
- Change boundary, Extreme value theory, Inference, Long run variance
Bibliographic Note
Information for this record is supplemented by the author(s) concerned.
Citation Format(s)
An Extreme-value Test for Structural Breaks in Spatial Trends. / HAN, Chenyu; CHAN, Ngai Hang; Yau, Chun-Yip.
In: Statistica Sinica, 2024.
In: Statistica Sinica, 2024.
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review