Entropy-based independence test

Detalhes bibliográficos
Autor(a) principal: Dionísio, A.
Data de Publicação: 2006
Outros Autores: Menezes, R., Mendes, D.A.
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: https://ciencia.iscte-iul.pt/id/ci-pub-14590
http://hdl.handle.net/10071/15799
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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spelling Entropy-based independence testEntropyIndependence testMutual informationNon-linear serial dependenceStock 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.Springer2018-05-14T10:36:50Z2006-01-01T00:00:00Z20062018-05-14T10:36:07Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttps://ciencia.iscte-iul.pt/id/ci-pub-14590http://hdl.handle.net/10071/15799eng0924-090X10.1007/s11071-006-2019-0Dionísio, A.Menezes, R.Mendes, D.A.info: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:RCAAP2023-11-09T17:52:40Zoai:repositorio.iscte-iul.pt:10071/15799Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T22:26:16.088050Repositório 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, A.
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, A.
author_facet Dionísio, A.
Menezes, R.
Mendes, D.A.
author_role author
author2 Menezes, R.
Mendes, D.A.
author2_role author
author
dc.contributor.author.fl_str_mv Dionísio, A.
Menezes, R.
Mendes, D.A.
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
2006
2018-05-14T10:36:50Z
2018-05-14T10:36:07Z
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 https://ciencia.iscte-iul.pt/id/ci-pub-14590
http://hdl.handle.net/10071/15799
url https://ciencia.iscte-iul.pt/id/ci-pub-14590
http://hdl.handle.net/10071/15799
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 0924-090X
10.1007/s11071-006-2019-0
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Springer
publisher.none.fl_str_mv Springer
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
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instacron_str RCAAP
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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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