A Non-Parametric Spatial Independence Test Using Symbolic Entropy

A Non-Parametric Spatial Independence Test Using Symbolic Entropy

In the present paper, we construct a new, simple, consistent and powerful test forspatial independence, called the SG test, by using symbolic dynamics and symbolic entropyas a measure of spatial dependence. We also give a standard asymptotic distribution of anaffine transformation of the symbolic en...

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Bibliographic Details
Main Authors: López Hernández, Fernando, Ruiz Marín, Manuel
Format: Article
Language:English
Published: ASEPUMA. Asociación Española de Profesores Universitarios de Matemáticas aplicadas a la Economía y a la Empresa 2008-01-01
Series:Rect@
Subjects:
Spatial independence
non-parametric
entropy.
Online Access:http://urls.my/SIJx3x

Internet

http://urls.my/SIJx3x

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