Entropy-Based Independence Test

dc.contributor.authorDionísio, Andreia
dc.contributor.authorMenezes, Rui
dc.contributor.authorMendes, Diana
dc.date.accessioned2009-11-16T15:55:23Z
dc.date.available2009-11-16T15:55:23Z
dc.date.issued2006
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.en
dc.format.extent28449 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.accesstypelivreen
dc.identifier.authoremailandreia@uevora.pt
dc.identifier.authoremailrui.menezes@iscte.pt
dc.identifier.authoremaildiana.mendes@iscte.pt
dc.identifier.pagina351-357en
dc.identifier.revistaNonlinear Dynamicsen
dc.identifier.scientificarea637en
dc.identifier.urihttp://hdl.handle.net/10174/1817
dc.identifier.volume44en
dc.language.isoeng
dc.peerreviewedyesen
dc.publisherSpringeren
dc.rightsopenAccessen
dc.subjectentropy, independence test, mutual information, non-linear serial dependence, stock index marketsen
dc.titleEntropy-Based Independence Testen
dc.typearticleen

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