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Testing the dependence structure of the components of hybrid processes using mutual information
(IIM Ahmedabad, 2013-06)
Mutual information is a useful extension of the correlation coecient to study the dependence among multiple random processes. Hybrid processes are multivariate time series with some components continuous time series and ...
A test for the two-sample problem using mutual information
(IIM-A Publication, 2013-05-06)
For two independently drawn samples from continuous distributions, a statistical test based on the mutual information statistic is proposed for the null hypothesis that both the samples originate from the same population. ...