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http://hdl.handle.net/10071/15799Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Dionísio, A. | - |
| dc.contributor.author | Menezes, R. | - |
| dc.contributor.author | Mendes, D.A. | - |
| dc.date.accessioned | 2018-05-14T10:36:50Z | - |
| dc.date.available | 2018-05-14T10:36:50Z | - |
| dc.date.issued | 2006 | - |
| dc.identifier.issn | 0924-090X | por |
| dc.identifier.uri | https://ciencia.iscte-iul.pt/id/ci-pub-14590 | - |
| dc.identifier.uri | http://hdl.handle.net/10071/15799 | - |
| dc.description | WOS:000238021700039 (Nº de Acesso Web of Science) | - |
| dc.description.abstract | 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. | por |
| dc.language.iso | eng | por |
| dc.publisher | Springer | por |
| dc.rights | openAccess | por |
| dc.subject | Entropy | por |
| dc.subject | Independence test | por |
| dc.subject | Mutual information | por |
| dc.subject | Non-linear serial dependence | por |
| dc.subject | Stock index markets | por |
| dc.title | Entropy-based independence test | por |
| dc.type | article | en_US |
| dc.pagination | 351-357 | por |
| dc.publicationstatus | Publicado | por |
| dc.peerreviewed | yes | por |
| dc.journal | Nonlinear Dynamics | por |
| dc.distribution | Internacional | por |
| dc.volume | 44 | por |
| dc.number | 1-4 | por |
| degois.publication.firstPage | 351 | por |
| degois.publication.lastPage | 357 | por |
| degois.publication.issue | 1-4 | por |
| degois.publication.title | Nonlinear Dynamics | por |
| dc.date.updated | 2018-05-14T10:36:07Z | - |
| dc.description.version | info:eu-repo/semantics/acceptedVersion | - |
| dc.identifier.doi | 10.1007/s11071-006-2019-0 | - |
| Appears in Collections: | BRU-RI - Artigos em revistas científicas internacionais com arbitragem científica | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Entropy-based independence test.pdf | Pós-print | 180,14 kB | Adobe PDF | View/Open |
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