Testing unconditional and conditional independence via mutual information
基于互信息检验无条件与条件独立性
Testing independence has garnered increasing attention in the econometric and statistical literature. Many tests have been proposed, most of which are inconsistent against all departures from independence. Few of those tests, though consistent, suffer a significant loss of local power. This study proposes a mutual information test for testing independence. The proposed test is simple to implement and, with a slight loss of local power, is consistent against all departures…