A Non-Parametric Independence Test Using Permutation Entropy

By Mariano Matilla-García, Manuel Ruiz Marín. 2008

115 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/4e0edb6e23e9d1c9f9b7cbe5987a24d4c7526595

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Luciano Zunino
2. Osvaldo Anibal Rosso
3. Robert X. Gao
4. Massimiliano Zanin
5. David Papo
6. Ruqiang Yan
7. Yongbin Liu
8. Hamed Azami

In Finance

1. Luciano Zunino
2. Robert X. Gao
3. Massimiliano Zanin
4. David Papo
5. Ruqiang Yan
6. Osvaldo Anibal Rosso
7. Yongbin Liu

In Statistical and Nonlinear Physics

1. Luciano Zunino
2. Osvaldo Anibal Rosso
3. Robert X. Gao
4. Massimiliano Zanin
5. David Papo
6. Ruqiang Yan
7. Yongbin Liu
8. Hamed Azami

Citations in the corpus

• Permutation Entropy and Its Main Biomedical and Econophysics Applications: A Review (2012, methodology): “A test based on permutation patterns for independence between time series was proposed by Matilla-Garcı́a and Ruiz Marı́n [46].”
• Permutation entropy: A nonlinear statistical measure for status characterization of rotary machines (2012, methodology): “For financial time series analysis, the permutation entropy has been used together with symbolic dynamics to perform a non-parametric independent test [22].”