Entropy-based independence test

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dc.contributor.authorDionísio, A.
dc.contributor.authorMenezes, R.
dc.contributor.authorMendes, D.A.
dc.date.accessioned2018-05-14T10:36:50Z
dc.date.available2018-05-14T10:36:50Z
dc.date.issued2006
dc.date.updated2018-05-14T10:36:07Z
dc.descriptionWOS:000238021700039 (Nº de Acesso Web of Science)
dc.description.abstractThis paper presents a new test of independence (linear and non-linear) among distributions based on the entropy of Shannon. The main advantages of the presented approach are the fact that this measure does not need to assume any type of theoretical probability distribution and has the ability to capture the linear and non-linear dependencies, without requiring the specification of any kind of dependence model.por
dc.description.versioninfo:eu-repo/semantics/acceptedVersion
dc.distributionInternacionalpor
dc.identifier.doi10.1007/s11071-006-2019-0
dc.identifier.issn0924-090Xpor
dc.identifier.urihttps://ciencia.iscte-iul.pt/id/ci-pub-14590
dc.identifier.urihttp://hdl.handle.net/10071/15799
dc.journalNonlinear Dynamicspor
dc.language.isoengpor
dc.number1-4por
dc.pagination351-357por
dc.peerreviewedyespor
dc.publicationstatusPublicadopor
dc.publisherSpringerpor
dc.rightsopen accesspor
dc.subjectEntropypor
dc.subjectIndependence testpor
dc.subjectMutual informationpor
dc.subjectNon-linear serial dependencepor
dc.subjectStock index marketspor
dc.titleEntropy-based independence testpor
dc.typearticleen_US
dc.volume44por
degois.publication.firstPage351por
degois.publication.issue1-4por
degois.publication.lastPage357por
degois.publication.titleNonlinear Dynamicspor
dspace.entity.typePublicationen

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