Asymptotic goodness-of-fit tests for the Palm mark distribution of stationary point processes with correlated marks

DOI10.3150/13-BEJ523zbMATH Open1312.60062arXiv1410.0180OpenAlexW3098471140MaRDI QIDQ470045FDOQ470045

Authors: Lothar Heinrich, Sebastian Lück, Volker Schmidt 

Publication date: 11 November 2014

Published in: Bernoulli (Search for Journal in Brave)

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 $ch{i}^2$-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.

Full work available at URL: https://arxiv.org/abs/1410.0180

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zbMATH Keywords

\(\beta\)-mixing point process\(\chi^2\)-goodness-of-fit testBoolean modelsempirical Palm mark distributionreduced factorial moment measuressmoothed covariance estimation

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Non-Markovian processes: estimation (62M09) Non-Markovian processes: hypothesis testing (62M07) Generalized stochastic processes (60G20)

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Cited In (8)

• Gaussian limits of empirical multiparameter \(K\)-functions of homogeneous Poisson processes and tests for complete spatial randomness
• 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
• Asymptotic distribution of the score test for detecting marks in Hawkes processes
• Empirical mark covariance and product density function of stationary marked point processes -- a survey on asymptotic results
• Semiparametric Goodness-of-Fit Test for Clustered Point Processes with a Shape-Constrained Pair Correlation Function
• Estimation of entropy for Poisson marked point processes
• On asymptotic properties of the mark variogram estimator of a marked point process

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