Non-parametric estimation of the generalized past entropy function with censored dependent data

被引：0

作者：

Maya, R. ^{[1
]}

Abdul-Sathar, E. I. ^{[1
]}

Rajesh, G. ^{[2
]}

机构：

[1] Univ Kerala, Dept Stat, Thiruvananthapuram 695581, Kerala, India

[2] DB Parumala Coll, Dept Stat, Pampa 689626, India

来源：

STATISTICS & PROBABILITY LETTERS | 2014年 / 90卷

关键词：

Generalized past entropy function; Past entropy function; Residual entropy function; Kernel estimate; alpha-mixing; Residual life;

D O I：

10.1016/j.spl.2014.03.012

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The generalized past entropy function introduced by Gupta and Nanda (2002) is viewed as a dynamic measure of uncertainty in past life. This measure finds applications in modeling past life time data. In the present work we provide non-parametric kernel-type estimator for the generalized past entropy function based on censored data. Asymptotic properties of the estimator are established under suitable regularity conditions. Simulation studies are carried out using the Monte Carlo method. (C) 2014 Elsevier B.V. All rights reserved.

引用

页码：129 / 135

页数：7

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