A non-parametric test for independence based on symbolic dynamics

DOI10.1016/j.jedc.2007.01.018zbMath1163.62324OpenAlexW2155523287MaRDI QIDQ1030001

Mariano Matilla-García

Publication date: 1 July 2009

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2007.01.018

zbMATH Keywords

entropychaosindependence test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Symbolic dynamics (37B10) Statistical aspects of information-theoretic topics (62B10)

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