Testing unconditional and conditional independence via mutual information

DOI10.1016/j.jeconom.2022.07.011MaRDI QIDQ6199651

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Publication date: 21 March 2024

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

convex optimizationmutual informationindependence testdensity ratio

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

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