A test of independence based on a generalized correlation function

In this paper, we propose a novel test of independence based on the concept of correntropy. We explore correntropy from a statistical perspective and discuss its properties in the context of testing independence. We introduce the novel concept of parametric correntropy and design a test of independe...

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Bibliographic Details
Published inSignal processing Vol. 91; no. 1; pp. 15 - 27
Main Authors Rao, Murali, Seth, Sohan, Xu, Jianwu, Chen, Yunmei, Tagare, Hemant, Príncipe, José C.
Format Journal Article
LanguageEnglish
Published Amsterdam Elsevier B.V 2011
Elsevier
Subjects
Applied sciences
Computation
Correlation
Correntropy
Exact sciences and technology
Information, signal and communications theory
Mathematical analysis
Mathematical models
Miscellaneous
Signal processing
State of the art
Telecommunications and information theory
Test of independence
Correntropy
Test of independence
Statistical method
State of the art
Similarity
Generalized function
Independence test
Signal processing
Correlation function
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Summary:In this paper, we propose a novel test of independence based on the concept of correntropy. We explore correntropy from a statistical perspective and discuss its properties in the context of testing independence. We introduce the novel concept of parametric correntropy and design a test of independence based on it. We further discuss how the proposed test relaxes the assumption of Gaussianity. Finally, we discuss some computational issues related to the proposed method and compare it with state-of-the-art techniques.
Bibliography:ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 23
ISSN:0165-1684
1872-7557
DOI:10.1016/j.sigpro.2010.06.002