The LE-statistic |
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| Authors: | B Pompe |
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| Institution: | 11910. Institute of Physics, Ernst-Moritz-Arndt-University, Greifswald, Germany
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| Abstract: | We introduce a quantity called LE-statistic. It is an easily computable functional of ordinal data with versatile applications. We demonstrate its usefulness as a statistic in a nonparametric independence test of paired samples, and as a complexity measure of a scalar time series. For chaotic orbits of one-dimensional dynamical systems it is related to the Lyapunov characteristic exponent. |
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