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Independent component models for replicated point processes

2015/05/30 by Daniel Gervini, Gervini, Daniel
Mathematics · #FOS: Computer and information sciences #Methodology (stat.ME) #stat.ME

paper · pdf · doi:10.48550/arxiv.1506.00137

arxiv created 2015/05/30 · arxiv updated 2015/06/02

Abstract

We propose a semiparametric independent-component model for the intensity functions of a point process. When independent replications of the process are available, we show that the estimators are consistent and asymptotically normal. We study the finite-sample behavior of the estimators by simulation, and as an example of application we analyze the spatial distribution of street robberies in the city of Chicago.

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