Pages that link to "Item:Q4677035"

The following pages link to A Dependence Metric for Possibly Nonlinear Processes (Q4677035):

Displaying 43 items.

• Growth and convergence: a profile of distribution dynamics and mobility (Q278268) (← links)
• A versatile and robust metric entropy test of time-reversibility, and other hypotheses (Q280218) (← links)
• A non-parametric independence test using permutation entropy (Q292144) (← links)
• Comparison, utility, and partition of dependence under absolutely continuous and singular distributions (Q406508) (← links)
• Testing serial independence via density-based measures of divergence (Q479175) (← links)
• A test of independence based on a generalized correlation function (Q612521) (← links)
• More accurate, calibrated bootstrap confidence intervals for estimating the correlation between two time series (Q887527) (← links)
• The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns (Q894875) (← links)
• Assessing the dependence structure of the components of hybrid time series processes using mutual information (Q904299) (← links)
• Normalized information-based divergences (Q927471) (← links)
• Detection of non-linear structure in time series (Q1046240) (← links)
• Operational risk aggregation based on business line dependence: a mutual information approach (Q1726050) (← links)
• Competitive conditions and sectors' productive efficiency: a conditional non-parametric frontier analysis (Q1734362) (← links)
• Measure-invariance of copula functions as tool for testing no-arbitrage assumption (Q1743947) (← links)
• Entropy and predictability of stock market returns. (Q1858946) (← links)
• Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) (← links)
• Nonlinear time series clustering based on Kolmogorov-Smirnov 2D statistic (Q2317179) (← links)
• Entropy-based independence test (Q2432369) (← links)
• Generalized aggregation of misspecified models: with an application to asset pricing (Q2658796) (← links)
• Information quantity evaluation of nonlinear time series processes and applications (Q2683574) (← links)
• The autodependogram: a graphical device to investigate serial dependences (Q2930882) (← links)
• (Q2971502) (← links)
• Economic Reform, Growth and Convergence in China (Q3499432) (← links)
• A (ECONOPHYSICS) NOTE ON VOLATILITY IN EXCHANGE RATE TIME SERIES (Q3545706) (← links)
• Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes (Q3564822) (← links)
• A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes (Q3615087) (← links)
• A Dependence Metric for Possibly Nonlinear Processes (Q4677035) (← links)
• Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series (Q4690952) (← links)
• Consistent GMM Residuals-Based Tests of Functional Form (Q5080550) (← links)
• Disparity, Shortfall, and Twice-Endogenous HARA Utility (Q5080558) (← links)
• Nonparametric dependence modeling via cluster analysis: A financial contagion application (Q5084004) (← links)
• Multivariate singular spectrum analysis for forecasting revisions to real-time data (Q5124910) (← links)
• Reconstructing nonlinear structure in regression residuals (Q5128582) (← links)
• The Kullback–Leibler autodependogram (Q5138190) (← links)
• THE MATHEMATICAL STRUCTURE OF THE GENETIC CODE: A TOOL FOR INQUIRING ON THE ORIGIN OF LIFE (Q5148449) (← links)
• Information measures of kernel estimation (Q5860908) (← links)
• An efficient integrated nonparametric entropy estimator of serial dependence (Q5864646) (← links)
• Uncertainty, information, and disagreement of economic forecasters (Q5864649) (← links)
• The Hellinger Correlation (Q5885090) (← links)
• Elaboration Models with Symmetric Information Divergence (Q6067597) (← links)
• The Berkelmans–Pries dependency function: A generic measure of dependence between random variables (Q6189091) (← links)
• Assessing serial dependence in ordinal patterns processes using chi-squared tests with application to EEG data analysis (Q6565134) (← links)
• Information measures in perspective (Q6574896) (← links)