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We propose a new summary statistic for inhomogeneous intensity-reweighted moment stationary spatio-temporal point processes. The statistic is defined through the n-point correlation functions of the point process and it generalises the…

Statistics Theory · Mathematics 2013-11-26 O. Cronie , M. N. M. van Lieshout

We restrict our attention to space-time point pattern data for which we have a single realisation within a finite region. Second-order characteristics are used to analyse the spatio-temporal structure of the underlying point process. In…

Statistics Theory · Mathematics 2013-04-29 Edith Gabriel

The pair correlation function is a fundamental spatial point process characteristic that, given the intensity function, determines second order moments of the point process. Non-parametric estimation of the pair correlation function is a…

Statistics Theory · Mathematics 2023-04-25 Abdollah Jalilian , Yongtao Guan , Rasmus Waagepetersen

We introduce a new variational estimator for the intensity function of an inhomogeneous spatial point process with points in the $d$-dimensional Euclidean space and observed within a bounded region. The variational estimator applies in a…

Statistics Theory · Mathematics 2014-07-02 Jean-François Coeurjolly , Jesper Møller

We propose new summary statistics for intensity-reweighted moment stationary point processes that generalise the well known J-, empty space, and nearest-neighbour distance distribution functions, represent them in terms of generating…

Methodology · Statistics 2010-08-27 M. N. M. van Lieshout

Point processes are stochastic models generating interacting points or events in time, space, etc. Among characteristics of these models, first-order intensity and conditional intensity functions are often considered. We focus on…

Statistics Theory · Mathematics 2023-05-24 Jean-François Coeurjolly , Ismaïla Ba , Achmad Choiruddin

In this paper, we harness a result in point process theory, specifically the expectation of the weighted $K$-function, where the weighting is done by the true first-order intensity function. This theoretical result can be employed as an…

Methodology · Statistics 2024-03-13 Nicoletta D'Angelo , Giada Adelfio

We propose new summary statistics for intensity-reweighted moment stationary marked point processes with particular emphasis on discrete marks. The new statistics are based on the n-point correlation functions and reduce to cross J- and…

Methodology · Statistics 2014-07-14 O. Cronie , M. N. M. van Lieshout

We introduce a family of local inhomogeneous mark-weighted summary statistics, of order two and higher, for general marked point processes. Depending on how the involved weight function is specified, these summary statistics capture…

Methodology · Statistics 2024-03-13 Nicoletta D'Angelo , Giada Adelfio , Jorge Mateu , Ottmar Cronie

We present a weighted estimator of the covariance and correlation in bipartite complex systems with a double layer of heterogeneity. The advantage provided by the weighted estimators lies in the fact that the unweighted sample covariance…

Data Analysis, Statistics and Probability · Physics 2016-12-22 Elena Puccio , Jyrki Piilo , Michele Tumminello

The $K$-function is arguably the most important functional summary statistic for spatial point processes. It is used extensively for goodness-of-fit testing and in connection with minimum contrast estimation for parametric spatial point…

Statistics Theory · Mathematics 2023-09-25 Anne Marie Svane , Christophe Biscio , Rasmus Waagepetersen

We developed a modification to the calculation of the two-point correlation function commonly used in the analysis of large scale structure in cosmology. An estimator of the two-point correlation function is constructed by contrasting the…

Cosmology and Nongalactic Astrophysics · Physics 2017-12-20 Regina Demina , Sanha Cheong , Segev BenZvi , Otto Hindrichs

We introduce two new estimators of the bivariate Hurst exponent in the power-law cross-correlations setting -- the cross-periodogram and local $X$-Whittle estimators -- as generalizations of their univariate counterparts. As the…

Statistical Finance · Quantitative Finance 2014-12-11 Ladislav Kristoufek

A class of improved estimators is proposed for N-point correlation functions of galaxy clustering, and for discrete spatial random processes in general. In the limit of weak clustering, the variance of the unbiased estimator converges to…

Astrophysics · Physics 2007-05-23 István Szapudi , Alexander S. Szalay

We introduce a broad class of models called semiparametric spatial point process for making inference between spatial point patterns and spatial covariates. These models feature an intensity function with both parametric and nonparametric…

Methodology · Statistics 2025-09-24 Xindi Lin , Bumjun Park , Christopher Zahasky , Hyunseung Kang

We present new algorithms for $M$-estimators of multivariate scatter and location and for symmetrized $M$-estimators of multivariate scatter. The new algorithms are considerably faster than currently used fixed-point and related algorithms.…

Computation · Statistics 2015-12-10 Lutz Duembgen , Klaus Nordhausen , Heike Schuhmacher

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 $d$-dimensional fourth-order stationary point process in a sampling…

Statistics Theory · Mathematics 2017-06-06 Lothar Heinrich

This paper proposes new estimators for the propensity score that aim to maximize the covariate distribution balance among different treatment groups. Heuristically, our proposed procedure attempts to estimate a propensity score model by…

Econometrics · Economics 2020-04-07 Pedro H. C. Sant'Anna , Xiaojun Song , Qi Xu

We introduce the notion of intensity reweighted moment pseudostationary point processes on linear networks. Based on arbitrary general regular linear network distances, we propose geometrically corrected versions of different higher-order…

Methodology · Statistics 2019-10-09 Ottmar Cronie , Mehdi Moradi , Jorge Mateu

This paper deals with feature selection procedures for spatial point processes intensity estimation. We consider regularized versions of estimating equations based on Campbell theorem derived from two classical functions: Poisson likelihood…

Methodology · Statistics 2018-07-12 Achmad Choiruddin , Jean-François Coeurjolly , Frédérique Letué
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