Local linear estimation of residual entropy function of conditional distributions

G. Rajesh, E.I. Abdul-Sathar and R. Maya

Computational Statistics & Data Analysis, 2015, vol. 88, issue C, 1-14

Abstract: Local linear estimators for the conditional residual entropy function in the case of complete and censored samples are proposed. The resulting estimators are shown to be consistent and asymptotically normally distributed under certain regularity conditions. The performance of the estimator is compared by using a real data set and simulation studies are carried out by using the Monte-Carlo method.

Keywords: Residual life; Local linear estimate; ρ-mixing; Residual entropy function; Conditional residual entropy function (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:88:y:2015:i:c:p:1-14

DOI: 10.1016/j.csda.2015.02.002

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