A nonlinear correlation measure for multivariable data set
DOI10.1016/J.PHYSD.2004.11.001zbMATH Open1058.62007OpenAlexW1995007314MaRDI QIDQ1765733FDOQ1765733
Authors: Qiang Wang, Yi Shen, Jianqiu Zhang
Publication date: 23 February 2005
Published in: Physica D (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physd.2004.11.001
Recommendations
- A novel approach to evaluate nonlinear correlation of a multivariable data set
- scientific article; zbMATH DE number 1865426
- Canonical correlation analysis based on information theory
- Evaluation of statistical relationship of random variables via mutual information
- A set of novel correlation tests for nonlinear system variables
Statistical aspects of information-theoretic topics (62B10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of dynamical systems (37N99)
Cites Work
- Ergodic theory of chaos and strange attractors
- Title not available (Why is that?)
- Detecting nonlinearity in multivariate time series
- Independent coordinates for strange attractors from mutual information.
- Title not available (Why is that?)
- Title not available (Why is that?)
- Estimating the errors on measured entropy and mutual information
- Significance testing of information theoretic functionals
- Information and entropy in strange attractors
Cited In (13)
- Title not available (Why is that?)
- Transfer mutual information: A new method for measuring information transfer to the interactions of time series
- Evaluation of statistical relationship of random variables via mutual information
- A novel approach to evaluate nonlinear correlation of a multivariable data set
- Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond
- A set of novel correlation tests for nonlinear system variables
- New types of nonlinear auto-correlations of bivariate data and their applications
- Nonlinear correlation analysis of time series based on complex network similarity
- Estimation of mutual information by the fuzzy histogram
- Normal correlation coefficient of non-normal variables using piece-wise linear approximation
- TNT: an effective method for finding correlations between two continuous variables
- Multivariate distributions with correlation matrices for nonlinear repeated measurements
- Reconstruction of coupling architecture of neural field networks from vector time series
This page was built for publication: A nonlinear correlation measure for multivariable data set
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1765733)