Correntropy as a novel measure for nonlinearity tests

Signal Processing

Volumn 89, Issue 1, 2009, Pages 14-23

  Gunduz, Aysegul ^a   Principe, Jose C ^a  

^a University of Florida   (United States)

Author keywords

Correntropy; Kernel methods; Nonlinearity tests; Surrogate methods

Indexed keywords

CANNING; CHLORINE COMPOUNDS; COMPUTATIONAL COMPLEXITY; DIFFERENTIAL EQUATIONS; DYNAMICS; ESTIMATION; NONLINEAR ANALYSIS; NONLINEAR SYSTEMS; STANDARDS; STATISTICAL METHODS; STATISTICAL TESTS; TESTING; TRELLIS CODES;

COMPUTATIONAL DEMANDS; COMPUTATIONALLY EFFICIENT; CORRELATION DIMENSION; CORRENTROPY; DATA LENGTHS; DATA SETS; GAUSSIAN; GAUSSIAN STOCHASTIC PROCESSES; IN-BAND NOISE; KERNEL METHODS; LYAPUNOV EXPONENTS; NATURAL SYSTEMS; NON LINEARITIES; NON-GAUSSIAN; NON-LINEAR CHARACTERISTICS; NON-LINEAR DYNAMICS; NON-LINEAR MODELING; NONLINEARITY TESTS; NULL HYPOTHESIS; SIGNALS OF INTEREST; SIMILARITY MEASURING; SURROGATE DATA; SURROGATE METHODS; SYSTEM ANALYSIS AND MODELING; TEMPORAL STRUCTURING; TIME-SERIES;

TIME SERIES ANALYSIS;

EID: 52049108923     PISSN: 01651684     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.sigpro.2008.07.005     Document Type: Article

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