Nonparametric Testing of the Dependence Structure Among Points–Marks–Covariates in Spatial Point Patterns

Jiří Dvořák, Tomáš Mrkvička, Jorge Mateu and Jonatan A. González

International Statistical Review, 2022, vol. 90, issue 3, 592-621

Abstract: We investigate testing of the hypothesis of independence between a covariate and the marks in a marked point process. It would be rather straightforward if the (unmarked) point process were independent of the covariate and the marks. In practice, however, such an assumption is questionable and possible dependence between the point process and the covariate or the marks may lead to incorrect conclusions. Therefore, we propose to investigate the complete dependence structure in the triangle points–marks–covariates together. We take advantage of the recent development of the nonparametric random shift methods, namely, the new variance correction approach, and propose tests of the null hypothesis of independence between the marks and the covariate and between the points and the covariate. We present a detailed simulation study showing the performance of the methods and provide two theorems establishing the appropriate form of the correction factors for the variance correction. Finally, we illustrate the use of the proposed methods in two real applications.

Date: 2022
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1111/insr.12503

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:istatr:v:90:y:2022:i:3:p:592-621

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0306-7734

Access Statistics for this article

International Statistical Review is currently edited by Eugene Seneta and Kees Zeelenberg

More articles in International Statistical Review from International Statistical Institute Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().