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Mutual information and redundancy for categorical data

Author

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  • Chong Hong
  • Beom Kim

Abstract

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Suggested Citation

  • Chong Hong & Beom Kim, 2011. "Mutual information and redundancy for categorical data," Statistical Papers, Springer, vol. 52(1), pages 17-31, February.
  • Handle: RePEc:spr:stpapr:v:52:y:2011:i:1:p:17-31
    DOI: 10.1007/s00362-009-0196-x
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    References listed on IDEAS

    as
    1. Milan Palus & L. Pecen & D. Pivka, 1995. "Estimating Predictability: Redundancy and Surrogate Data Method," Working Papers 95-07-060, Santa Fe Institute.
    2. Dean Prichard & James Theiler, 1994. "Generating Surrogate Data for Time Series with Several Simultaneously Measured Variables," Working Papers 94-04-023, Santa Fe Institute.
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    Citations

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    Cited by:

    1. Assaf, Ata & Charif, Husni & Demir, Ender, 2022. "Information sharing among cryptocurrencies: Evidence from mutual information and approximate entropy during COVID-19," Finance Research Letters, Elsevier, vol. 47(PA).
    2. N. Balakrishnan & C. Koukouvinos & C. Parpoula, 2015. "Analyzing supersaturated designs for discrete responses via generalized linear models," Statistical Papers, Springer, vol. 56(1), pages 121-145, February.

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