BOOTSTRAP AND PERMUTATION TESTS OF INDEPENDENCE FOR POINT PROCESSES

Citation
Mélisande Albert et al., BOOTSTRAP AND PERMUTATION TESTS OF INDEPENDENCE FOR POINT PROCESSES, Annals of statistics , 43(6), 2015, pp. 2537-2564
Journal title
ISSN journal
00905364
Volume
43
Issue
6
Year of publication
2015
Pages
2537 - 2564
Database
ACNP
SICI code
Abstract
Motivated by a neuroscience question about synchrony detection in spike train analysis, we deal with the independence testing problem for point processes. We introduce nonparametric test statistics, which are rescaled general U-statistics, whose corresponding critical values are constructed from bootstrap and randomization/permutation approaches, making as few assumptions as possible on the underlying distribution of the point processes. We derive general consistency results for the bootstrap and for the permutation w.r.t. Wasserstein's metric, which induces weak convergence as well as convergence of second-order moments. The obtained bootstrap or permutation independence tests are thus proved to be asymptotically of the prescribed size, and to be consistent against any reasonable alternative. A simulation study is performed to illustrate the derived theoretical results, and to compare the performance of our new tests with existing ones in the neuroscientific literature.