A mutual information approach to calculating nonlinearity
نویسندگان
چکیده
منابع مشابه
A Mutual Information Approach to Calculating Nonlinearity
A new method to measure nonlinear dependence between two variables is described using mutual information to analyze the separate linear and nonlinear components of dependence. This technique, which gives an exact value for the proportion of linear dependence, is then compared with another common test for linearity, the Brock, Dechert and Scheinkman (BDS) test. Copyright c © 0000 John Wiley & So...
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ژورنال
عنوان ژورنال: Stat
سال: 2015
ISSN: 2049-1573
DOI: 10.1002/sta4.96