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Asymptotic Goodness-of-Fit Tests for Point Processes Based on Scaled Empirical K-Functions

Statistics Theory 2017-06-06 v1 Statistics Theory

Abstract

We study sequences of scaled edge-corrected empirical (generalized) K-functions (modifying Ripley's K-function) each of them constructed from a single observation of a dd-dimensional fourth-order stationary point process in a sampling window W_n which grows together with some scaling rate unboundedly as n --> infty. Under some natural assumptions it is shown that the normalized difference between scaled empirical and scaled theoretical K-function converges weakly to a mean zero Gaussian process with simple covariance function. This result suggests discrepancy measures between empirical and theoretical K-function with known limit distribution which allow to perform goodness-of-fit tests for checking a hypothesized point process based only on its intensity and (generalized) K-function. Similar test statistics are derived for testing the hypothesis that two independent point processes in W_n have the same distribution without explicit knowledge of their intensities and K-functions.

Keywords

Cite

@article{arxiv.1706.01074,
  title  = {Asymptotic Goodness-of-Fit Tests for Point Processes Based on Scaled Empirical K-Functions},
  author = {Lothar Heinrich},
  journal= {arXiv preprint arXiv:1706.01074},
  year   = {2017}
}

Comments

33 pages, 36 references