Title of article :
Detecting dependence between marks and locations of marked point processes
Author/Authors :
DIGGLE، PETER نويسنده , , MartinSchlather، نويسنده , , J.RibeiroJr، Paulo نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2004
Pages :
-78
From page :
79
To page :
0
Abstract :
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.
Keywords :
General equilibrium , Term structure of interest rates , Leading indicators , Yield curve
Journal title :
Journal of Royal Statistical Society (Series B)
Serial Year :
2004
Journal title :
Journal of Royal Statistical Society (Series B)
Record number :
84982
Link To Document :
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