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Statistics for Gaussian random fields with unknown location and scale using Lipschitz‐Killing curvatures
Author(s) -
Di Bernardino Elena,
Duval Céline
Publication year - 2022
Publication title -
scandinavian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.359
H-Index - 65
eISSN - 1467-9469
pISSN - 0303-6898
DOI - 10.1111/sjos.12500
Subject(s) - mathematics , lipschitz continuity , random field , excursion , estimator , gaussian , moment (physics) , curvature , scale (ratio) , statistics , consistency (knowledge bases) , mathematical analysis , isotropy , geometry , physics , classical mechanics , quantum mechanics , political science , law
In the present article we study the average of Lipschitz‐Killing (LK) curvatures of the excursion set of a stationary isotropic Gaussian field X onℝ 2. The novelty is that the field can be nonstandard, that is, with unknown mean and variance, which is more realistic from an applied viewpoint. To cope with the unknown location and scale parameters of X , we introduce novel fundamental quantities called effective level and effective spectral moment . We propose unbiased and asymptotically normal estimators of these parameters. From these asymptotic results, we build a test to determine if two images of excursion sets can be compared. This test is applied on both synthesized and real mammograms. Meanwhile, we establish the consistency of the empirical variance estimators of the third LK curvature under a weak condition on the correlation function of X .