%0 Journal Article 
%A Ruiz Marín, Manuel
%A López Hernández, Fernando Antonio
%T A non-parametric spatial independence test using symbolic entropy
%D 2008
%@ 1575605X
%U http://hdl.handle.net/10317/690
%X 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.
%K Economía Aplicada
%K Independencia espacial
%K Test no paramétrico
%K Entropía
%~ GOEDOC, SUB GOETTINGEN