A smoothed bootstrap test for independence based on mutual information
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Cites work
- scientific article; zbMATH DE number 708500 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- A Brief Survey of Bandwidth Selection for Density Estimation
- A consistent modification of a test for independence based on the empirical characteristic function
- A consistent test of conditional parametric distributions
- A nonparametric measure of independence under a hypothesis of independent components
- Agglomerative hierarchical clustering of continuous variables based on mutual information
- Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence
- Block length selection in the bootstrap for time series
- Consistent Nonparametric Entropy-Based Testing
- Distribution Free Tests of Independence Based on the Sample Distribution Function
- Finding a causal ordering via independent component analysis
- Fourier methods for testing multivariate independence
- Independent component analysis based on symmetrised scatter matrices
- Independent component analysis, a new concept?
- Measuring Distances Between Variables by Mutual Information
- On optimal data-based bandwidth selection in kernel density estimation
- On the Choice of Smoothing Parameters for Parzen Estimators of Probability Density Functions
- On the asymptotic accuracy of Efron's bootstrap
- Sieve bootstrap for time series
- Testing for stochastic independence: application to blind source separation
- Testing independence by nonparametric kernel method
- The jackknife and bootstrap
- Variable selection in neural network regression models with dependent data: a subsampling approach
Cited in
(5)- Assessing the dependence structure of the components of hybrid time series processes using mutual information
- A test for independence via Bayesian nonparametric estimation of mutual information
- Independence test via mutual information in the presence of measurement errors
- Detecting conditional independence for modeling non-Gaussian time series
- Parametric dependence between random vectors via copula-based divergence measures
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