| Summary: | 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 entropy under the null hypothesis of independencein the spatial process. The test statistic and its standard limit distribution, with theproposed symbolization, are invariant to any monotonuous transformation of the data.The test applies to discrete or continuous distributions. Given that the test is based onentropy measures, it avoids smoothed nonparametric estimation. We include a MonteCarlo study of our test, together with the well-known Moran’s I, the SBDS (de Graaffet al, 2001) and (Brett and Pinkse, 1997) non parametric test, in order to illustrate ourapproach.
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