• 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