Entropy-Based Independence Test
Autor(a) principal: | |
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Data de Publicação: | 2006 |
Outros Autores: | , |
Tipo de documento: | Artigo |
Idioma: | eng |
Título da fonte: | Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
Texto Completo: | http://hdl.handle.net/10174/1817 |
Resumo: | This 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. |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
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7160 |
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Entropy-Based Independence Testentropy, independence test, mutual information, non-linear serial dependence, stock index marketsThis 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.Springer2009-11-16T15:55:23Z2009-11-162006-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/article28449 bytesapplication/pdfhttp://hdl.handle.net/10174/1817http://hdl.handle.net/10174/1817eng351-35744Nonlinear Dynamicslivreandreia@uevora.ptrui.menezes@iscte.ptdiana.mendes@iscte.pt637Dionísio, AndreiaMenezes, RuiMendes, Dianainfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-01-03T18:37:45Zoai:dspace.uevora.pt:10174/1817Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T00:57:39.507835Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse |
dc.title.none.fl_str_mv |
Entropy-Based Independence Test |
title |
Entropy-Based Independence Test |
spellingShingle |
Entropy-Based Independence Test Dionísio, Andreia entropy, independence test, mutual information, non-linear serial dependence, stock index markets |
title_short |
Entropy-Based Independence Test |
title_full |
Entropy-Based Independence Test |
title_fullStr |
Entropy-Based Independence Test |
title_full_unstemmed |
Entropy-Based Independence Test |
title_sort |
Entropy-Based Independence Test |
author |
Dionísio, Andreia |
author_facet |
Dionísio, Andreia Menezes, Rui Mendes, Diana |
author_role |
author |
author2 |
Menezes, Rui Mendes, Diana |
author2_role |
author author |
dc.contributor.author.fl_str_mv |
Dionísio, Andreia Menezes, Rui Mendes, Diana |
dc.subject.por.fl_str_mv |
entropy, independence test, mutual information, non-linear serial dependence, stock index markets |
topic |
entropy, independence test, mutual information, non-linear serial dependence, stock index markets |
description |
This 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. |
publishDate |
2006 |
dc.date.none.fl_str_mv |
2006-01-01T00:00:00Z 2009-11-16T15:55:23Z 2009-11-16 |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/article |
format |
article |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10174/1817 http://hdl.handle.net/10174/1817 |
url |
http://hdl.handle.net/10174/1817 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
351-357 44 Nonlinear Dynamics livre andreia@uevora.pt rui.menezes@iscte.pt diana.mendes@iscte.pt 637 |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.format.none.fl_str_mv |
28449 bytes application/pdf |
dc.publisher.none.fl_str_mv |
Springer |
publisher.none.fl_str_mv |
Springer |
dc.source.none.fl_str_mv |
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Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
instacron_str |
RCAAP |
institution |
RCAAP |
reponame_str |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
collection |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
repository.name.fl_str_mv |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
repository.mail.fl_str_mv |
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1799136460963577856 |