Evaluating three proposals for testing independence in non linear spatial processes
Knowledge Area
Economía Financiera y ContabilidadPublication date
2013Publisher
Instituto Nacional de EstadísticaBibliographic Citation
López-Hernández, F.A., Maté-Sánchez-Val, M.L., Artal Tur, A. Evaluating three proposals for testing independence in non linear spatial processes. En Estadística española. Madrid: INE, 2013. Vol. 55, n. 180, pp. 55-75. ISSN 2254-9390Keywords
Procesos espaciales no linealesContrastes de independencia espacial
Simulaciones de Monte Carlo
Abstract
[ENG]This paper evaluates the behaviour of different families of tests when checking for
spatial independence in the presence of nonlinearities. To reach this goal, we
select three representative proposals. The usual parametric tests of I-Moran, the
nonparametric proposal of Brett and Pinkse (1997), and the semiparametric Scan
test. In order to study how they perform, we simulate different nonlinear spatial
structures by Monte Carlo methods, hence conducting empirical tests on the
matter. Main results show failures of traditional tests in this framework, and the
need to build on new proposals in the presence of nonlinearities. An empirical
application to an economic-theory-of-production scenario illustrates the
performance of the three tests.[SPA]Este artículo evalúa el comportamiento de tres estadísticos utilizados para
contrastar la hipótesis de independencia de procesos espaciales cuando subyace
una estructura no lineal en los datos: el clásico test paramétrico de Moran, ...
Collections
- Artículos [1768]
Social media