Residuals and goodness-of-fit tests for stationary marked Gibbs point processes

Details Residuals and goodness-of-fit tests for stationary marked Gibbs point processes Residuals and goodness-of-fit tests for stationary marked Gibbs point processes

2010-02-03

arxiv.org/abs/1002.0857v1

Mathematics

Statistics Theory

Scientific paper

The inspection of residuals is a fundamental step to investigate the quality of adjustment of a parametric model to data. For spatial point processes, the concept of residuals has been recently proposed by Baddeley et al. (2005) as an empirical counterpart of the {\it Campbell equilibrium} equation for marked Gibbs point processes. The present paper focuses on stationary marked Gibbs point processes and deals with asymptotic properties of residuals for such processes. In particular, the consistency and the asymptotic normality are obtained for a wide class of residuals including the classical ones (raw residuals, inverse residuals, Pearson residuals). Based on these asymptotic results, we define goodness-of-fit tests with Type-I error theoretically controlled. One of these tests constitutes an extension of the quadrat counting test widely used to test the null hypothesis of a homogeneous Poisson point process.

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