The modified permutation entropy-based independence test of time series

DOI10.1080/03610918.2018.1469761OpenAlexW2900802996MaRDI QIDQ5087965

Hadi Alizadeh Noughabi, H. R. Nilli Sani, Y. Waghei, Emad Ashtari Nezhad, Gholam Reza Mohtashami Borzadaran

Publication date: 4 July 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2018.1469761

zbMATH Keywords

simulation studypermutation entropyindependence testm-dependent random variables\(G(m)\) test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series analysis of dynamical systems (37M10)

Related Items (1)

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Cites Work

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• A non-parametric independence test using permutation entropy
• A new chi-square approximation to the distribution of non-negative definite quadratic forms in non-central normal variables
• A non-parametric test for independence based on symbolic dynamics
• THE DISTRIBUTION OF GENERAL QUADRATIC FORMS IN NORMA
• The Rank Version of von Neumann's Ratio Test for Randomness
• Permutations and time series analysis
• Probability: A Graduate Course

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