Entropy-based independence test

DOI10.1007/S11071-006-2019-0MaRDI QIDQ2432369zbMATH OpenOpenAlexFDO

Authors Andreia Dionísio, Rui Menezes, Diana A. Mendes

Publication date 25 October 2006

Published in Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10071/15799

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Measures of information, entropy (94A17)

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Cites work

• scientific article; zbMATH DE number 107482 (Why is no real title available?)
• A Dependence Metric for Possibly Nonlinear Processes
• A compendium to information theory in economics and econometrics
• A statistic to estimate the variance of the histogram-based mutual information estimator based on dependent pairs of observations
• Entropy and predictability of stock market returns.
• Predictability: An Information-Theoretic Perspective
• USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS

Cited in

(13)

• The autodependogram: a graphical device to investigate serial dependences
• An entropy-based measure of correlation for time series
• BET on independence
• Operational risk aggregation based on business line dependence: a mutual information approach
• Reconstructing nonlinear structure in regression residuals
• A test of independence based on a generalized correlation function
• Singular spectrum analysis based on the perturbation theory
• From Distance Correlation to Multiscale Graph Correlation
• The problem of non-independence testing during predicting binary dissymmetry relation in the social network
• scientific article; zbMATH DE number 992392 (Why is no real title available?)
• A non-parametric independence test using permutation entropy
• A non-parametric test for independence based on symbolic dynamics
• Testing serial independence via density-based measures of divergence

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