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.

Full text not available from this repository.

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
ID Code:
143554
Deposited By:
Deposited On:
08 Oct 2020 12:45
Refereed?:
No
Published?:
Published
Last Modified:
08 Oct 2020 12:55