Bias-Correction and Test for Mark-Point Dependence with Replicated Marked Point Processes
From MaRDI portal
Publication:6153986
DOI10.1080/01621459.2022.2106234arXiv2207.09931OpenAlexW4290975581MaRDI QIDQ6153986FDOQ6153986
Authors: Ganggang Xu, Jingfei Zhang, Yehua Li, Yongtao Guan
Publication date: 19 March 2024
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Abstract: Mark-point dependence plays a critical role in research problems that can be fitted into the general framework of marked point processes. In this work, we focus on adjusting for mark-point dependence when estimating the mean and covariance functions of the mark process, given independent replicates of the marked point process. We assume that the mark process is a Gaussian process and the point process is a log-Gaussian Cox process, where the mark-point dependence is generated through the dependence between two latent Gaussian processes. Under this framework, naive local linear estimators ignoring the mark-point dependence can be severely biased. We show that this bias can be corrected using a local linear estimator of the cross-covariance function and establish uniform convergence rates of the bias-corrected estimators. Furthermore, we propose a test statistic based on local linear estimators for mark-point independence, which is shown to converge to an asymptotic normal distribution in a parametric -convergence rate. Model diagnostics tools are developed for key model assumptions and a robust functional permutation test is proposed for a more general class of mark-point processes. The effectiveness of the proposed methods is demonstrated using extensive simulations and applications to two real data examples.
Full work available at URL: https://arxiv.org/abs/2207.09931
Cites Work
- Functional Data Analysis for Sparse Longitudinal Data
- Log Gaussian Cox Processes
- Statistical Analysis and Modelling of Spatial Point Patterns
- Theoretical foundations of functional data analysis, with an introduction to linear operators
- From sparse to dense functional data and beyond
- Uniform convergence rates for nonparametric regression and principal component analysis in functional/longitudinal data
- Functional data analysis in electronic commerce research
- Functional data analysis for point processes with rare events
- Detecting Dependence Between Marks and Locations of Marked Point Processes
- A Kolmogorov-Smirnov type test for independence between marks and points of marked point processes
- Modeling repeated functional observations
- On independence and separability between points and marks of marked point processes
- A functional marked point process model for lupus data
- A goodness-of-fit test of logistic regression models for case-control data with measurement error
- Joint models for grid point and response processes in longitudinal and functional data
- Title not available (Why is that?)
Cited In (1)
This page was built for publication: Bias-Correction and Test for Mark-Point Dependence with Replicated Marked Point Processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6153986)