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Dionísio, A. , Menezes, R. & Mendes, D.A. (2006). Entropy-based independence test. Nonlinear Dynamics. 44 (1-4), 351-357
A. Dionísio et al., "Entropy-based independence test", in Nonlinear Dynamics, vol. 44, no. 1-4, pp. 351-357, 2006
@article{dionísio2006_1765613160162,
author = "Dionísio, A. and Menezes, R. and Mendes, D.A.",
title = "Entropy-based independence test",
journal = "Nonlinear Dynamics",
year = "2006",
volume = "44",
number = "1-4",
doi = "10.1007/s11071-006-2019-0",
pages = "351-357",
url = "https://link.springer.com/article/10.1007%2Fs11071-006-2019-0"
}
TY - JOUR TI - Entropy-based independence test T2 - Nonlinear Dynamics VL - 44 IS - 1-4 AU - Dionísio, A. AU - Menezes, R. AU - Mendes, D.A. PY - 2006 SP - 351-357 SN - 0924-090X DO - 10.1007/s11071-006-2019-0 UR - https://link.springer.com/article/10.1007%2Fs11071-006-2019-0 AB - 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. ER -
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