Independence tests of general spatial point processes based on characteristic functions

Abstract

Existing nonparametric tests of spatial point process independence typically rely on random shifts to simulate their null distributions. This limits their scope to stationary point processes in rectangular study regions. Attempts to adapt random shift methods to nonrectangular study regions have resulted in significant power loss. We introduce a new type of nonparametric independence tests by taking differences of several characteristic-function-based goodness-of-fit statistics. We develop two null distribution methods for the tests without using random shifts, by making normal or symmetry assumptions on the Mercer's expansion of the test statistics. The methods are applicable to general nonstationary point processes in study regions of any shape. In simulations, our tests based on the symmetric null distribution method have better type I error control and higher power than toroidal cross-$K$ tests in most scenarios where toroidal shifts can be applied. When tested on more general settings given appropriately-fitted marginal distributions, they still have good power and almost always control the type I error well.