Bootstrap and permutation tests of independence for point processes

DOI10.1214/15-AOS1351zbMath1327.62454arXiv1406.1643OpenAlexW1821443939MaRDI QIDQ892249

Mélisande Albert, Patricia Reynaud-Bouret, Magalie Fromont, Yann Bouret

Publication date: 18 November 2015

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.1643

zbMATH Keywords

bootstraprandomizationpermutationpoint processes\(U\)-statisticsneuroscienceindependence testspike train analysis

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Central limit and other weak theorems (60F05) Bootstrap, jackknife and other resampling methods (62F40) Non-Markovian processes: hypothesis testing (62M07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (9)

Testing independence between two nonhomogeneous point processes in time ⋮ Bootstrap- and permutation-based inference for the Mann-Whitney effect for right-censored and tied data ⋮ Bootstrap and permutation tests of independence for point processes ⋮ Some correlation tests for vectors of large dimension ⋮ Limit theorems for entropic optimal transport maps and Sinkhorn divergence ⋮ Surrogate Data Methods Based on a Shuffling of the Trials for Synchrony Detection: The Centering Issue ⋮ Optimal rates for independence testing via $U$-statistic permutation tests ⋮ Detection of dependence patterns with delay ⋮ Tests of zero correlation using modified RV coefficient for high-dimensional vectors

Uses Software

• bootstrap

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