A Nonparametric Causality Test: Detection of Direct Causal Effects in Multivariate Systems Using Corrected Partial Transfer Entropy

DOI10.1007/978-1-4939-0569-0_18zbMath1419.62243OpenAlexW36452903MaRDI QIDQ2787371

Dimitris Kugiumtzis, Catherine Kyrtsou, Angeliki Papana

Publication date: 25 February 2016

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4939-0569-0_18

zbMATH Keywords

transfer entropydirect causalitymultivariate coupled systems

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Comparison of linear signal processing techniques to infer directed interactions in multivariate neural systems
• Estimating the errors on measured entropy and mutual information
• Linear and nonlinear causality between signals: methods, examples and neurophysiological applications
• DETECTION OF DIRECT CAUSAL EFFECTS AND APPLICATION TO EPILEPTIC ELECTROENCEPHALOGRAM ANALYSIS
• EVALUATION OF MUTUAL INFORMATION ESTIMATORS FOR TIME SERIES

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