A smoothed bootstrap test for independence based on mutual information
DOI10.1016/J.CSDA.2008.11.032zbMATH Open1453.62248OpenAlexW2077758015MaRDI QIDQ961669FDOQ961669
Authors: B. E. Eshmatov
Publication date: 1 April 2010
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2008.11.032
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Cited In (5)
- Detecting conditional independence for modeling non-Gaussian time series
- Parametric dependence between random vectors via copula-based divergence measures
- A test for independence via Bayesian nonparametric estimation of mutual information
- Assessing the dependence structure of the components of hybrid time series processes using mutual information
- Independence test via mutual information in the presence of measurement errors
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