Vitenskapelig artikkel   2013

Thorarinsdottir, Thordis L.

Publikasjonsdetaljer

Tidsskrift:

Stat, vol. 2, p. 150–158, 2013

Utgave:

1

Internasjonale standardnumre:

Trykt: 2049-1573
Elektronisk: 2049-1573

Lenker:

DOI: doi.org/10.1002/sta4.25

We propose the use of the probability integral transform (PIT) for model validation in point process models. The simple PIT diagnostic tools assess the calibration of the model and can detect inconsistencies in both the intensity and the interaction structure. For the Poisson model, the PIT diagnostics can be calculated explicitly. Generally, the calibration may be assessed empirically based on random draws from the model, and the method applies to processes of any dimension.