A non-parametric spatial independence test using symbolic entropy
A non-parametric spatial independence test using symbolic entropy
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DOI：
10.1016/j.regsciurbeco.2009.11.003
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发表时间：
2010-05-01
影响因子：
3.1
通讯作者：
Ruiz Marin, Manuel
中科院分区：
文献类型：
--
作者：
Lopez, Fernando;Matilla-Garcia, Mariano;Ruiz Marin, Manuel
在本文中，我们构建了一个新的，简单的，一致的和强大的测试空间独立性，称为SG测试，通过使用新的概念，符号熵作为空间依赖性的度量。检验的标准渐近分布是零假设下符号熵的仿射变换。检验统计量，与建议的符号化程序，其标准极限分布有吸引力的理论属性，保证了测试的普遍适用性。一个重要的方面是，该测试不需要指定的W矩阵，是免费的先验假设。我们包括我们的测试的Monte Carlo研究，与众所周知的Moran's I，SBDS（de Graaff等人，2001）和7检验（Brett和Pinkse，1997），这是两个非参数检验，以更好地理解新检验的性质和行为。除了与其他测试相比具有竞争力外，结果还强调了新测试对非线性相关空间过程的出色功能。(C)2009 Elsevier B.V.保留所有权利。
In the present paper, we construct a new, simple, consistent and powerful test for spatial independence, called the SG test, by using the new concept of symbolic entropy as a measure of spatial dependence. The standard asymptotic distribution of the test is an affine transformation of the symbolic entropy under the null hypothesis. The test statistic, with the proposed symbolization procedure, and its standard limit distribution have appealing theoretical properties that guarantee the general applicability of the test. An important aspect is that the test does not require specification of the W matrix and is free of a priori assumptions. We include a Monte Carlo study of our test, in comparison with the well-known Moran's I, the SBDS (de Graaff et al., 2001) and 7 test (Brett and Pinkse, 1997) that are two non-parametric tests, to better appreciate the properties and the behaviour of the new test. Apart from being competitive compared to other tests, results underline the outstanding power of the new test for non-linear dependent spatial processes. (C) 2009 Elsevier B.V. All rights reserved.