Local linear estimation of residual entropy function of conditional distributions

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.

MoreLess

Year of publication:	2015
Authors:	Rajesh, G. ; Abdul-Sathar, E.I. ; Maya, R.
Published in:	Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 88.2015, C, p. 1-14
Publisher:	Elsevier
Subject:	Residual life \| Local linear estimate \| ρ-mixing \| Residual entropy function \| Conditional residual entropy function

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011264456