Um novo teste para a hipótese de separabilidade em processos pontuais

Abstract

In environmental risk analysis, it is common to assume the stochastic independence (or separability) between the marks associated with the random events of a spatial-temporal point process. Schoenberg (2004, Biometrics 60, 471{481) proposed some alternative test statistics for this hypothesis and used simulated data to evaluate their performance. He found that a Cramer-von Mises-type test is powerful to detect gradual departures from separability but it is not uniformly so over other alternative models. We present a semi-parametric approach to model alternative hypothesis to separability and derived a score test statistic. We show that there is a relationship between this score test and some of the test statistics proposed by Schoenberg since all of them can be seen as different versions of weighetd Carmer-von Mises-type statistics. This gives some insight into the reasons for the similarities and the di®erences between the test statistics performance.