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Detecting dependence between marks and locations of marked point processes

Martin Schlather, Paulo J. Ribeiro and Peter J. Diggle

Journal of the Royal Statistical Society Series B, 2004, vol. 66, issue 1, 79-93

Abstract: Summary. We introduce two characteristics for stationary and isotropic marked point proces‐ ses, E(h) and V(h), and describe their use in investigating mark–point interactions. These quantities are functions of the interpoint distance h and denote the conditional expectation and the conditional variance of a mark respectively, given that there is a further point of the process a distance h away. We present tests based on E and V for the hypothesis that the values of the marks can be modelled by a random field which is independent of the unmarked point process. We apply the methods to two data sets in forestry.

Date: 2004
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Citations: View citations in EconPapers (16)

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https://doi.org/10.1046/j.1369-7412.2003.05343.x

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