We propose information theoretic tests for serial independence and linearity in time series. The test statisticsare based on the conditional mutual information, a general measure of dependence between lagged variables. In caseof rejecting the null hypothesis, this readily provides insights into...

To estimate cell probabilities for ordered sparse contingency tables several smoothing techniques have been investigated. It has been recognized that nonparametric smoothing methods provide estimators of cell probabilities that have better performance than the pure frequency estimators. With the...