A Kolmogorov-Smirnov type test for independence between marks and points of marked point processes

DOI10.1214/14-EJS961zbMath1309.62157MaRDI QIDQ485912

Tonglin Zhang

Publication date: 14 January 2015

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1418134264

zbMATH Keywords

asymptotic distributionempirical processesconvergence in distributionmarked point processesKolmogorov-Smirnov type testBrownian pillow and Brownian sheetindependence between points and marks

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Related Items (5)

Substationarity for spatial point processes ⋮ Bias-Correction and Test for Mark-Point Dependence with Replicated Marked Point Processes ⋮ Testing First-Order Spherical Symmetry of Spatial Point Processes ⋮ Testing proportionality between the first-order intensity functions of spatial point processes ⋮ Nonparametric estimation of marginal distributions for unordered pairs

Uses Software

• spatstat
• PtProcess

Cites Work

• Kernel density estimation with spherical data
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