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A non-parametric spatial independence test using symbolic entropy
dc.contributor.author | Ruiz Marín, Manuel | |
dc.contributor.author | López Hernández, Fernando Antonio | |
dc.date.accessioned | 2009-02-12T08:35:33Z | |
dc.date.available | 2009-02-12T08:35:33Z | |
dc.date.issued | 2008 | |
dc.identifier.citation | RUIZ MARÍN, Manuel, LÓPEZ HERNÁNDEZ, Fernando. A Non-Parametric Spatial Independence Test Using Symbolic Entropy. Revist@, Acta 16 (1). 2008. ISSN 1575605X | es |
dc.identifier.issn | 1575605X | |
dc.description.abstract | 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. | es |
dc.format | application/pdf | |
dc.language.iso | eng | es |
dc.publisher | Asociación Española de Profesores Universitarios de Matematicas aplicadas a la Economia y la Empresa (ASEPUMA) | es |
dc.rights | Atribución-NoComercial-SinDerivadas 3.0 España | * |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ | * |
dc.title | A non-parametric spatial independence test using symbolic entropy | es |
dc.type | info:eu-repo/semantics/article | es |
dc.subject.other | Economía Aplicada | es |
dc.subject | Independencia espacial | es |
dc.subject | Test no paramétrico | es |
dc.subject | Entropía | es |
dc.identifier.uri | http://hdl.handle.net/10317/690 | |
dc.rights.accessRights | info:eu-repo/semantics/openAccess |
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