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Independence, stationarity, categorical spatial data and the chi-squared test


  • B Fingleton


This paper presents a correction to the simple chi-squared test for spatial data. The paper commences with an outline of the temporal analogue before giving a proof for a deflating factor appropriate to a square lattice sampling scheme. The effects of varying degrees of spatial autocorrelation are illustrated, though the correlation is designed to require only minimum assumptions about the nature of the autocorrelation mechanism.

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  • B Fingleton, 1983. "Independence, stationarity, categorical spatial data and the chi-squared test," Environment and Planning A, Pion Ltd, London, vol. 15(4), pages 483-499, April.
  • Handle: RePEc:pio:envira:v:15:y:1983:i:4:p:483-499

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    Cited by:

    1. Tomáš Hobza & Domingo Morales & Leandro Pardo, 2014. "Divergence-based tests of homogeneity for spatial data," Statistical Papers, Springer, vol. 55(4), pages 1059-1077, November.
    2. Levi John Wolf & Sergio Rey, 2016. "On the lumpability of regional income convergence," Letters in Spatial and Resource Sciences, Springer, vol. 9(3), pages 265-275, October.

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