A test of independence based on a generalized correlation function

DOI10.1016/J.SIGPRO.2010.06.002MaRDI QIDQ612521zbMATH OpenOpenAlexFDO

Authors Murali Rao, Sohan Seth, Yunmei Chen, José C. Príncipe, Jian-Wu Xu, Hemant D. Tagare

Publication date 29 December 2010

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sigpro.2010.06.002

zbMATH Keywords

test of independencecorrentropy

Mathematics Subject Classification ID

Measures of information, entropy (94A17)

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Cites work

• scientific article; zbMATH DE number 3155151 (Why is no real title available?)
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• A unifying criterion for instantaneous blind source separation based on correntropy
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• Asymptotic properties of a dimension-robust quadratic dependence measure
• Correlation and dependence
• Correntropy as a novel measure for nonlinearity tests
• Correntropy: Properties and Applications in Non-Gaussian Signal Processing
• Distribution Free Tests of Independence Based on the Sample Distribution Function
• Generalized correlation function: definition, properties, and application to blind equalization
• Hilbert distances and positive definite functions
• Independent Component Analysis and Blind Signal Separation
• Measuring and testing dependence by correlation of distances
• Multidimensional dependency measures
• Testing independence by nonparametric kernel method
• The correntropy MACE filter
• USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS

Cited in

(11)

• General tests of conditional independence based on empirical processes indexed by functions
• Testing independence of functional variables by angle covariance
• Conditional correlation estimation and serial dependence identification
• Independence criteria based on generalized correlation coefficients and their asymptotic efficiency
• On the characterization of cognitive tasks using activity-specific short-lived synchronization between electroencephalography channels
• Unsupervised interaction-preserving discretization of multivariate data
• The generalized likelihood ratio test for the pearson correlation^∗
• A note on the equivalence between the conditional uncorrelation and the independence of random variables
• Testing Functional Connection between Two Random Variables
• Strictly positive-definite spike train kernels for point-process divergences
• Test of independence for generalized Farlie-Gumbel-Morgenstern distributions

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