Asymptotic goodness-of-fit tests for the Palm mark distribution of stationary point processes with correlated marks
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Abstract: We consider spatially homogeneous marked point patterns in an unboundedly expanding convex sampling window. Our main objective is to identify the distribution of the typical mark by constructing an asymptotic -goodness-of-fit test. The corresponding test statistic is based on a natural empirical version of the Palm mark distribution and a smoothed covariance estimator which turns out to be mean square consistent. Our approach does not require independent marks and allows dependences between the mark field and the point pattern. Instead we impose a suitable -mixing condition on the underlying stationary marked point process which can be checked for a number of Poisson-based models and, in particular, in the case of geostatistical marking. In order to study test performance, our test approach is applied to detect anisotropy of specific Boolean models.
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Cites work
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Cited in
(8)- On asymptotic properties of the mark variogram estimator of a marked point process
- Gaussian limits of empirical multiparameter \(K\)-functions of homogeneous Poisson processes and tests for complete spatial randomness
- Empirical mark covariance and product density function of stationary marked point processes -- a survey on asymptotic results
- Estimation of entropy for Poisson marked point processes
- A bound of the \(\beta\)-mixing coefficient for point processes in terms of their intensity functions
- Goodness-of-fit test of the mark distribution in a point process with non-stationary marks
- Semiparametric Goodness-of-Fit Test for Clustered Point Processes with a Shape-Constrained Pair Correlation Function
- Asymptotic distribution of the score test for detecting marks in Hawkes processes
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