IndepTest: Nonparametric Independence Tests Based on Entropy Estimation

Samworth, Richard J. and Berrett, Thomas B. and Grose, Daniel (2018) IndepTest: Nonparametric Independence Tests Based on Entropy Estimation. UNSPECIFIED.

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Abstract

Implementations of the weighted Kozachenko-Leonenko entropy estimator and independence tests based on this estimator, (Kozachenko and Leonenko (1987) <http://mi.mathnet.ru/eng/ppi797>). Also includes a goodness-of-fit test for a linear model which is an independence test between covariates and errors.

Item Type:

Other

Departments:

Faculty of Science and Technology > Mathematics and Statistics

ID Code:

143554

Deposited By:

ep_importer_pure

Deposited On:

08 Oct 2020 12:45

Refereed?:

Published?:

Published

Last Modified:

15 Jul 2024 09:04

URI:

https://eprints.lancs.ac.uk/id/eprint/143554