Entropy-based independence test (Q2432369): Difference between revisions

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+A compendium to information theory in economics and econometrics
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+Q4023085
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+USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS
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+Entropy and predictability of stock market returns.
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+A Dependence Metric for Possibly Nonlinear Processes
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+Predictability: An Information-Theoretic Perspective
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+A statistic to estimate the variance of the histogram-based mutual information estimator based on dependent pairs of observations
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