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

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

Statistics & Probability Letters, 2014, vol. 90, issue C, 129-135

Abstract: 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.

Keywords: Generalized past entropy function; Past entropy function; Residual entropy function; Kernel estimate; α-mixing; Residual life (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1016/j.spl.2014.03.012

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