Testing unconditional and conditional independence via mutual information

DOI10.1016/J.JECONOM.2022.07.011MaRDI QIDQ6199651zbMATH OpenFDO

Authors

Publication date 21 March 2024

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

Full work available at URL https://doi.org/10.1016/J.JECONOM.2022.07.011

zbMATH Keywords

convex optimizationdensity ratioindependence testmutual information

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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Cited in

(1)

• A KL-divergence-based test for elliptical distribution

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