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An estimator of the mutual information based on a criterion for conditional independence

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  • Darbellay, Georges A.

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  • Darbellay, Georges A., 1999. "An estimator of the mutual information based on a criterion for conditional independence," Computational Statistics & Data Analysis, Elsevier, vol. 32(1), pages 1-17, November.
    • Handle: RePEc:eee:csdana:v:32:y:1999:i:1:p:1-17
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    References listed on IDEAS

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    1. Pierre L'Ecuyer, 1996. "Combined Multiple Recursive Random Number Generators," Operations Research, INFORMS, vol. 44(5), pages 816-822, October.
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    Cited by:

    1. Weipan Xu & Xiaozhen Qin & Xun Li & Haohui Chen & Morgan Frank & Alex Rutherford & Andrew Reeson & Iyad Rahwan, 2021. "Developing China’s workforce skill taxonomy reveals extent of labor market polarization," Palgrave Communications, Palgrave Macmillan, vol. 8(1), pages 1-10, December.
    2. Darbellay, Georges A & Wuertz, Diethelm, 2000. "The entropy as a tool for analysing statistical dependences in financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 287(3), pages 429-439.
    3. Darbellay, Georges A. & Slama, Marek, 2000. "Forecasting the short-term demand for electricity: Do neural networks stand a better chance?," International Journal of Forecasting, Elsevier, vol. 16(1), pages 71-83.
    4. L. Bagnato & L. De Capitani & A. Punzo, 2016. "The Kullback–Leibler autodependogram," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(14), pages 2574-2594, October.
    5. Bernard Colin & François Dubeau & Hussein Khreibani & Jules Tibeiro, 2013. "Optimal Quantization of the Support of a Continuous Multivariate Distribution based on Mutual Information," Journal of Classification, Springer;The Classification Society, vol. 30(3), pages 453-473, October.
    6. Kojadinovic, Ivan, 2005. "Relevance measures for subset variable selection in regression problems based on k-additive mutual information," Computational Statistics & Data Analysis, Elsevier, vol. 49(4), pages 1205-1227, June.

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