Testing Nonlinearity with Rényi and Tsallis Mutual Information with an Application in the EKC Hypothesis
The nature of dependence between random variables has always been the subject of many statistical problems for over a century. Yet today, there is a great deal of research on this topic, especially focusing on the analysis of nonlinearity. Shannon mutual information has been considered to be the mos...
Main Authors: | , , , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2022-12-01
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Series: | Entropy |
Subjects: | |
Online Access: | https://www.mdpi.com/1099-4300/25/1/79 |