Testing separability in marked multidimensional point processes with covariates
DOI10.1007/S10463-010-0284-7zbMATH Open1230.62110OpenAlexW2157690134MaRDI QIDQ652602FDOQ652602
Authors: Chien-Hsun Chang, Frederic Paik Schoenberg 
Publication date: 14 December 2011
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-010-0284-7
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Cites Work
- Statistical Analysis of Financial Data in S-Plus
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- Space-time point-process models for earthquake occurrences
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- An Introduction to the Theory of Point Processes
- A Space–Time Conditional Intensity Model for Evaluating a Wildfire Hazard Index
- An asymptotically optimal window selection rule for kernel density estimates
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- Testing Separability in Spatial-Temporal Marked Point Processes
Cited In (5)
- On independence and separability between points and marks of marked point processes
- Testing Separability in Spatial-Temporal Marked Point Processes
- Nonparametric tests methods for statistical inference in point processes
- A first-order, ratio-based nonparametric separability test for spatiotemporal point processes
- Point process modeling of wildfire hazard in Los Angeles county, California
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