Resampling Methods for Detecting Anisotropic Correlation Structure

05/04/2021

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by   Assaf Rabinowicz, et al.

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This paper proposes parametric and non-parametric hypothesis testing algorithms for detecting anisotropy – rotational variance of the covariance function in random fields. Both algorithms are based on resampling mechanisms, which enable avoiding relying on asymptotic assumptions, as is common in previous algorithms. The algorithms' performance is illustrated numerically in simulation experiments and on real datasets representing a variety of potential challenges.