Nonparametric tests of dependence between a spatial point process and a covariate

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F22%3A10452442" target="_blank" >RIV/00216208:11320/22:10452442 - isvavai.cz</a>
Result on the web
<a href="http://www.metma-x.udl.cat/proceedings" target="_blank" >http://www.metma-x.udl.cat/proceedings</a>
DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Nonparametric tests of dependence between a spatial point process and a covariate
Original language description
In this contribution we consider the problem of testing possible dependence between a point process and a spatial covariate. We recall the available methods which are based on the assumption of a Poissonprocess. Taking advantage of the recent development of the random shift methods we study the nonparametrictests using random shifts which are suitable also for non-Poisson processes. We study the performance of thedifferent tests in a simulation study and conclude that the random shift test, either with the toroidal correction or the variance correction, depending on the strength of interactions in the point process, performs well for non-Poisson processes.
Czech name
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Czech description
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Project
<a href="/en/project/GA19-04412S" target="_blank" >GA19-04412S: New approaches to modeling and statistics of random sets</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2022
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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