Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence for time series
classification
💻 cs.CC
keywords
testingcodescomplexityidentityindependencekolmogorovmethodsnonparametric
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We show that Kolmogorov complexity and such its estimators as universal codes (or data compression methods) can be applied for hypotheses testing in a framework of classical mathematical statistics. The methods for identity testing and nonparametric testing of serial independence for time series are suggested.
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