Electronic Journal of Statistics

A test of homogeneity for age-dependent branching processes with immigration

Ollivier Hyrien, Nikolay M. Yanev, and Craig T. Jordan

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Abstract

We propose a novel procedure to test whether the immigration process of a discretely observed age-dependent branching process with immigration is time-homogeneous. The construction of the test is motivated by the behavior of the coefficient of variation of the population size. When immigration is time-homogeneous, we find that this coefficient converges to a constant, whereas when immigration is time-inhomogeneous it is time-dependent, at least transiently. Thus, we test the assumption that the immigration process is time-homogeneous by verifying that the sample coefficient of variation does not vary significantly over time. The test is simple to run and does not require specification or fitting any branching process to the data. Its implementation is identical whether the process is sub-, super-, or critical. Simulations and an application to real data on the progression of leukemia are presented to illustrate the approach.

Article information

Source
Electron. J. Statist., Volume 9, Number 1 (2015), 898-925.

Dates
Received: March 2014
First available in Project Euclid: 22 May 2015

Permanent link to this document
https://projecteuclid.org/euclid.ejs/1432299737

Digital Object Identifier
doi:10.1214/15-EJS1024

Mathematical Reviews number (MathSciNet)
MR3349733

Zentralblatt MATH identifier
1316.60129

Subjects
Primary: 60J80: Branching processes (Galton-Watson, birth-and-death, etc.)
Secondary: 60J85: Applications of branching processes [See also 92Dxx] 92C37: Cell biology

Keywords
Coefficient of variation continuous-time branching processes leukemia non-homogeneous poisson process

Citation

Hyrien, Ollivier; Yanev, Nikolay M.; Jordan, Craig T. A test of homogeneity for age-dependent branching processes with immigration. Electron. J. Statist. 9 (2015), no. 1, 898--925. doi:10.1214/15-EJS1024. https://projecteuclid.org/euclid.ejs/1432299737


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