A mutual information approach to calculating nonlinearity

A new method to measure nonlinear dependence between two variables is described using mutual information to analyse the separate linear and nonlinear components of dependence. This technique, which gives an exact value for the proportion of linear dependence, is then compared with another common tes...

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Veröffentlicht in:	Stat (International Statistical Institute) 2015, Vol.4 (1), p.291-303
1. Verfasser:	Smith, Reginald
Format:	Artikel
Sprache:	eng
Schlagworte:	information linear models nonparametric methods regression
Online-Zugang:	Volltext
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