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Bias‐Corrected Variance Estimation and Hypothesis Testing for Spatial Point and Marked Point Processes Using Subsampling
Author(s) -
Guan Yongtao
Publication year - 2011
Publication title -
biometrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.298
H-Index - 130
eISSN - 1541-0420
pISSN - 0006-341X
DOI - 10.1111/j.1541-0420.2010.01517.x
Subject(s) - estimator , statistics , extrapolation , mathematics , variance (accounting) , point estimation , statistical hypothesis testing , analysis of covariance , covariance , range (aeronautics) , algorithm , materials science , accounting , business , composite material
Summary We introduce novel regression extrapolation based methods to correct the often large bias in subsampling variance estimation as well as hypothesis testing for spatial point and marked point processes. For variance estimation, our proposed estimators are linear combinations of the usual subsampling variance estimator based on subblock sizes in a continuous interval. We show that they can achieve better rates in mean squared error than the usual subsampling variance estimator. In particular, for n × n observation windows, the optimal rate of n −2 can be achieved if the data have a finite dependence range. For hypothesis testing, we apply the proposed regression extrapolation directly to the test statistics based on different subblock sizes, and therefore avoid the need to conduct bias correction for each element in the covariance matrix used to set up the test statistics. We assess the numerical performance of the proposed methods through simulation, and apply them to analyze a tropical forest data set.