Entropy-based independence test

DOI10.1007/S11071-006-2019-0zbMATH Open1099.62004OpenAlexW2003391405MaRDI QIDQ2432369FDOQ2432369

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

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Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• 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.
• A compendium to information theory in economics and econometrics
• A Dependence Metric for Possibly Nonlinear Processes
• USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS
• Predictability: An Information-Theoretic Perspective

Cited In (13)

• A non-parametric independence test using permutation entropy
• BET on independence
• Operational risk aggregation based on business line dependence: a mutual information approach
• Reconstructing nonlinear structure in regression residuals
• A non-parametric test for independence based on symbolic dynamics
• Singular spectrum analysis based on the perturbation theory
• The autodependogram: a graphical device to investigate serial dependences
• A test of independence based on a generalized correlation function
• Testing serial independence via density-based measures of divergence
• An entropy-based measure of correlation for time series
• The problem of non-independence testing during predicting binary dissymmetry relation in the social network
• Title not available (Why is that?)
• From Distance Correlation to Multiscale Graph Correlation

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