On the statistical performance of Granger-causal connectivity estimators
Koichi Sameshima, Daniel Yasumasa Takahashi, Luiz Antonio Baccalá · Brain Informatics · 2015
In this article, we extend the statistical detection performance evaluation of linear connectivity from Sameshima et al. (in: Slezak et al. (eds.) Lecture Notes in Computer Science, 2014) via brand new Monte Carlo simulations of three widely used toy models under different data record lengths for a classic time domain multivariate Granger causality test, information partial directed coherence, information directed transfer function, and include conditional multivariate Granger causality whose behaviour was found to be anomalous.