Estimation of the Renyi’s residual entropy of order $$\alpha $$ with dependent data

R. Maya, E. Abdul-Sathar (), G. Rajesh () and K. Muraleedharan Nair ()

Statistical Papers, 2014, vol. 55, issue 3, 585-602

Abstract: In the present paper, we propose nonparametric estimators for the Renyi’s information measure for the residual lifetime distribution based on complete and censored data. This measure plays important roles in reliability and survival analysis in connection with modeling and analysis of life time data. Asymptotic properties of the estimators are established under suitable regularity conditions. Monte-Carlo simulation studies are carried out to compare the performance of the estimators using the mean-squared error. The methods are illustrated using real data sets. Copyright Springer-Verlag Berlin Heidelberg 2014

Keywords: Renyi’s entropy; Residual entropy function; Kernel estimators; $$\alpha $$ -Mixing (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s00362-013-0506-1

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