Asymptotic Goodness-of-Fit Tests for Point Processes Based on Scaled Empirical K-Functions

2017/06/04 by Heinrich, Lothar
#60 F 17 #60 G 55 #FOS: Mathematics #Primary: 62 G 10 #Secondary: 60 F 05 #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.1706.01074

Abstract

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 window W_n which grows together with some scaling rate unboundedly as n --> infty. Under some natural assumptions it is shown that the normalized difference between scaled empirical and scaled theoretical K-function converges weakly to a mean zero Gaussian process with simple covariance function. This result suggests discrepancy measures between empirical and theoretical K-function with known limit distribution which allow to perform goodness-of-fit tests for checking a hypothesized point process based only on its intensity and (generalized) K-function. Similar test statistics are derived for testing the hypothesis that two independent point processes in W_n have the same distribution without explicit knowledge of their intensities and K-functions.

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