The modified permutation entropy-based independence test of time series

DOI10.1080/03610918.2018.1469761OpenAlexW2900802996MaRDI QIDQ5087965FDOQ5087965

Authors: Emad Ashtari Nezhad, Y. Waghei, H. R. Nilli Sani, Hadi Alizadeh Noughabi, Gholam-Reza Mohtashami Borzadaran 

Publication date: 4 July 2022

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2018.1469761

zbMATH Keywords

independence testsimulation studypermutation entropym-dependent random variables\(G(m)\) test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series analysis of dynamical systems (37M10)

Cites Work

• A new chi-square approximation to the distribution of non-negative definite quadratic forms in non-central normal variables
• Title not available (Why is that?)
• A non-parametric test for independence based on symbolic dynamics
• A non-parametric independence test using permutation entropy
• Title not available (Why is that?)
• Permutations and time series analysis
• THE DISTRIBUTION OF GENERAL QUADRATIC FORMS IN NORMA
• Probability: a graduate course
• The Rank Version of von Neumann's Ratio Test for Randomness

Cited In (3)

• Complexities of information sources
• Sign patterns symbolization and its use in improved dependence test for complex network inference
• Assessing serial dependence in ordinal patterns processes using chi-squared tests with application to EEG data analysis

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