Related papers: Testing the Structural Properties of Marked Point …
The asymptotic distribution of the score test of the null hypothesis that marks do not impact the intensity of a Hawkes marked self-exciting point process is shown to be chi-squared. For local asymptotic power, the distribution against…
We introduce a new type of test for complete spatial randomness that applies to mapped point patterns in a rectangle or a cube of any dimension. This is the first test of its kind to be based on characteristic functions and utilizes a…
Aggregation patterns are often visually detected in sets of location data. These clusters may be the result of interesting dynamics or the effect of pure randomness. We build an asymptotically Gaussian test for the hypothesis of randomness…
We introduce a Markov-functional approach to construct local volatility models that are calibrated to a discrete set of marginal distributions. The method is inspired by and extends the volatility interpolation of Bass (1983) and Conze and…
To analyse interaction in marked spatio-temporal point processes (MSTPPs), we introduce marked (cross) second-order reduced moment measures and K-functions for general inhomogeneous second-order intensity reweighted stationary MSTPPs. These…
We propose a nonparametric test of spatial independence for data observed on irregular, non-lattice point clouds $\mathcal{V}_{n}\subset\mathbb{R}^{2}$. For each location $v\in\mathcal{V}_{n}$, we encode the local spatial configuration…
This paper proposes a novel graphical model, termed the spatial dependence graph model, which captures the global dependence structure of different events that occur randomly in space. In the spatial dependence graph model, the edge set is…
This paper introduces a new modeling framework for the statistical analysis of point patterns on a manifold M_{d}, defined by a connected and compact two-point homogeneous space, including the special case of the sphere. The presented…
We consider multivariate two-sample tests of means, where the location shift between the two populations is expected to be related to a known graph structure. An important application of such tests is the detection of differentially…
In the literature on spatial point processes, there is an emerging challenge in studying marked point processes with points being labelled by functions. In this paper, we focus on point processes living on linear networks and, from distinct…
A complete family of statistical descriptors for the morphology of large--scale structure based on Minkowski--Functionals is presented. These robust and significant measures can be used to characterize the local and global morphology of…
We study the problem of testing for structure in networks using relations between the observed frequencies of small subgraphs. We consider the statistics \begin{align*} T_3 & =(\text{edge frequency})^3 - \text{triangle frequency}\\ T_2 &…
Within the applications of spatial point processes, it is increasingly becoming common that events are labeled by marks, prompting an exploration beyond the spatial distribution of events by incorporating the marks in the undertaken…
Motivated by the long-standing interest in understanding the role of location for firm performance, this paper provides a semiparametric methodology to accommodate locational heterogeneity in production analysis. Our approach is novel in…
This work proposes a novel procedure to test for common structures across two high-dimensional factor models. The introduced test allows to uncover whether two factor models are driven by the same loading matrix up to some linear…
A novel method is proposed for detecting changes in the covariance structure of moderate dimensional time series. This non-linear test statistic has a number of useful properties. Most importantly, it is independent of the underlying…
We consider spatially homogeneous marked point patterns in an unboundedly expanding convex sampling window. Our main objective is to identify the distribution of the typical mark by constructing an asymptotic \chi^2-goodness-of-fit test.…
The analysis of spatial point patterns that occur in the network domain have recently gained much attraction and various intensity functions and measures have been proposed. However, the linkage of spatial network statistics to regression…
This paper treats functional marked point processes (FMPPs), which are defined as marked point processes where the marks are random elements in some (Polish) function space. Such marks may represent e.g. spatial paths or functions of time.…
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…