An approximate entropy test for randomness

DOI10.1080/03610920008832508MaRDI QIDQ4541713zbMATH OpenOpenAlexFDO

Authors Sangit Chatterjee, Mohamed Habibullah, Matthew Laudato, Mustafa R. Yilmaz

Publication date 28 July 2002

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920008832508

zbMATH Keywords

dependent binary data

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• A Formula for Sample Sizes for Population Tolerance Limits
• A graphical method for the analysis of statistical distributions into two normal components
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• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
• Algorithms and Randomness
• Approximate entropy as a measure of system complexity.
• Distribution of Sample Arrangements for Runs Up and Down
• Estimating Mixtures of Normal Distributions and Switching Regressions
• How sampling reveals a process
• scientific article; zbMATH DE number 1257650 (Why is no real title available?)
• Not all (possibly) “random” sequences are created equal
• Second-order properties of a two-stage fixed-size confidence region for the mean vector of a multivariate normal distribution
• Singles in a Sequence of Coin Tosses
• Two-Sample Procedures in Simultaneous Estimation

Cited in

(9)

• Local Shannon entropy measure with statistical tests for image randomness
• A measure of stochastic complexity and its power in testing for randomness.
• Entropy estimate by a randomness criterion
• Approximate Entropy as an Irregularity Measure for Financial Data
• A test for randomness based on a complexity measure
• Approximate entropy for testing randomness
• Entropy estimators and serial tests for ergodic chains
• scientific article; zbMATH DE number 1894367 (Why is no real title available?)
• White Noise Test from Ordinal Patterns in the Entropy–Complexity Plane

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