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Kullback-Leibler distance as a measure of the information filtered from multivariate data
Tumminello, Michele, Lillo, Fabrizio, Mantegna, Rosario N.Volume:
76
Language:
english
Journal:
Physical Review E
DOI:
10.1103/physreve.76.031123
Date:
September, 2007
File:
PDF, 200 KB
english, 2007