Nonparametric independence testing via mutual information
نویسندگان
چکیده
منابع مشابه
Nonparametric independence testing via mutual information
We propose a test of independence of two multivariate random vectors, given a sample from the underlying population. Our approach, which we call MINT, is based on the estimation of mutual information, whose decomposition into joint and marginal entropies facilitates the use of recently-developed efficient entropy estimators derived from nearest neighbour distances. The proposed critical values,...
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ژورنال
عنوان ژورنال: Biometrika
سال: 2019
ISSN: 0006-3444,1464-3510
DOI: 10.1093/biomet/asz024