TY - JOUR 
A1 - Ruiz Marín, Manuel
AU - López Hernández, Fernando Antonio
T1 - A non-parametric spatial independence test using symbolic entropy
Y1 - 2008
SN - 1575605X
UR - http://hdl.handle.net/10317/690
AB - In the present paper, we construct a new, simple, consistent and powerful test for
spatial independence, called the SG test, by using symbolic dynamics and symbolic entropy
as a measure of spatial dependence. We also give a standard asymptotic distribution of an
affine transformation of the symbolic entropy under the null hypothesis of independence
in the spatial process. The test statistic and its standard limit distribution, with the
proposed symbolization, are invariant to any monotonuous transformation of the data.
The test applies to discrete or continuous distributions. Given that the test is based on
entropy measures, it avoids smoothed nonparametric estimation. We include a Monte
Carlo study of our test, together with the well-known Moran’s I, the SBDS (de Graaff
et al, 2001) and   (Brett and Pinkse, 1997) non parametric test, in order to illustrate our
approach.
KW - Economía Aplicada
KW - Independencia espacial
KW - Test no paramétrico
KW - Entropía
LA - eng
PB - Asociación Española de Profesores Universitarios de Matematicas aplicadas a la Economia y la Empresa  (ASEPUMA)
ER -