| Autor: |
Cadre, Benoît, Massiot, Gaspar, Truquet, Lionel |
| Rok vydání: |
2016 |
| Předmět: |
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| Druh dokumentu: |
Working Paper |
| Popis: |
In a functional setting, we propose two test statistics to highlight the Poisson nature of a Cox process when n copies of the process are available. Our approach involves a comparison of the empirical mean and the empirical variance of the functional data and can be seen as an extended version of a classical overdispersion test for counting data. The limiting distributions of our statistics are derived using a functional central limit theorem for c`adl`ag martingales. We also study the asymptotic power of our tests under some local alternatives. Our procedure is easily implementable and does not require any knowledge of covariates. A numerical study reveals the good performances of the method. We also present two applications of our tests to real data sets. |
| Databáze: |
arXiv |
| Externí odkaz: |
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