Entropy-Based Independence Test
نویسندگان
چکیده
منابع مشابه
Entropy-Based Independence Test
This paper presents a new test of independence (linear and nonlinear) 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 nonlinear dependencies, without requiring the specification of any kind of de...
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ژورنال
عنوان ژورنال: Nonlinear Dynamics
سال: 2006
ISSN: 0924-090X,1573-269X
DOI: 10.1007/s11071-006-2019-0