Estimation of the Renyi’s residual entropy of order <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$\alpha $$</EquationSource> </InlineEquation> with dependent data

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