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Relevance measures for subset variable selection in regression problems based on k-additive mutual information

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  • Kojadinovic, Ivan

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  • Kojadinovic, Ivan, 2005. "Relevance measures for subset variable selection in regression problems based on k-additive mutual information," Computational Statistics & Data Analysis, Elsevier, vol. 49(4), pages 1205-1227, June.
    • Handle: RePEc:eee:csdana:v:49:y:2005:i:4:p:1205-1227
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    References listed on IDEAS

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    1. Michel Grabisch & Jean-Luc Marichal & Marc Roubens, 2000. "Equivalent Representations of Set Functions," Mathematics of Operations Research, INFORMS, vol. 25(2), pages 157-178, May.
    2. Weigend, A. S. & Bonnlander, B. V., 1994. "Selecting Input Variables Using Mutual Information and Nonparemetric Density Estimation," SFB 373 Discussion Papers 1994,49, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    3. Darbellay, Georges A., 1999. "An estimator of the mutual information based on a criterion for conditional independence," Computational Statistics & Data Analysis, Elsevier, vol. 32(1), pages 1-17, November.
    4. Peter Hall & Sally Morton, 1993. "On the estimation of entropy," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 45(1), pages 69-88, March.
    5. Harry Joe, 1989. "Estimation of entropy and other functionals of a multivariate density," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 41(4), pages 683-697, December.
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