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  • Search: subject:"Residual Entropy"
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Year of publication
Subject
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Entropie 6 Entropy 6 Residual entropy 5 Cumulative residual entropy 4 Estimation theory 3 Measurement 3 Messung 3 Risikomaß 3 Risk measure 3 Schätztheorie 3 Statistical distribution 3 Statistische Verteilung 3 Theorie 3 Theory 3 Order statistics 2 Premium principle 2 Proportional hazards model 2 Residual entropy function 2 Residual life 2 Risiko 2 Risk 2 Shannon entropy 2 Variability measures 2 94AXX 1 Ageing Properties 1 Ageing classes 1 Ausreißer 1 CRE-Shortfall 1 Characterizations 1 Conditional residual entropy function 1 Cumulative Residual Entropy 1 DRHR 1 Discrete spin cubic model 1 Dispersive order 1 Distortion 1 Distortion functions 1 Duration analysis 1 Excess Wealth Transform 1 Expected Shortfall 1 Extreme value theory 1
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Online availability
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Undetermined 16 Free 1
Type of publication
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Article 16 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1 research-article 1
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Language
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Undetermined 10 English 7
Author
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Psarrakos, Georgios 4 Abdul-Sathar, E.I. 2 Hu, Taizhong 2 Maya, R. 2 Navarro, Jorge 2 Rajesh, G. 2 Taneja, H.C. 2 Thapliyal, Richa 2 Vliora, Polyxeni 2 Aguila, Yolanda del 1 Belzunce, Felix 1 Borjan, Zoran 1 Bowles, Richard K 1 Chen, Ouxiang 1 Chen, Yu 1 Kirov, Mikhail V. 1 Klein, Ingo 1 Knežević, Milan 1 Kumar, Vikas 1 Mangold, Benedikt 1 Milošević, Sava 1 Nanda, Asok 1 Paul, Prasanta 1 Ruiz, José M. 1 Sordo, Miguel A. 1 Sun, Hongfang 1 Toomaj, Abdolsaeed 1 Unnikrishnan Nair, N. 1 Vineshkumar, B. 1
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Published in...
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Insurance / Mathematics & economics 4 Physica A: Statistical Mechanics and its Applications 4 Metrika 3 Statistics & Probability Letters 2 Computational Statistics & Data Analysis 1 IWQW discussion paper series 1 Insurance : mathematics and economics 1 Stochastics and Quality Control 1
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Source
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RePEc 10 ECONIS (ZBW) 6 Other ZBW resources 1
Showing 1 - 10 of 17
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A family of variability measures based on the cumulative residual entropy and distortion functions
Psarrakos, Georgios; Toomaj, Abdolsaeed; Vliora, Polyxeni - In: Insurance : mathematics and economics 114 (2024), pp. 212-222
Persistent link: https://www.econbiz.de/10015049393
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Statistical inference for tail-based cumulative residual entropy
Sun, Hongfang; Chen, Yu; Hu, Taizhong - In: Insurance / Mathematics & economics 103 (2022), pp. 66-95
Persistent link: https://www.econbiz.de/10013198327
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Relation Between Cumulative Residual Entropy and Excess Wealth Transform with Applications to Reliability and Risk
Unnikrishnan Nair, N.; Vineshkumar, B. - In: Stochastics and Quality Control 36 (2021) 1, pp. 43-57
Abstract Dynamic cumulative residual entropy is a new addition to the class of information measures. In the present …
Persistent link: https://www.econbiz.de/10014591054
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Sensitivity analysis and tail variability for the Wang's actuarial index
Psarrakos, Georgios; Vliora, Polyxeni - In: Insurance / Mathematics & economics 98 (2021), pp. 147-152
Persistent link: https://www.econbiz.de/10012545279
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On a family of coherent measures of variability
Hu, Taizhong; Chen, Ouxiang - In: Insurance / Mathematics & economics 95 (2020), pp. 173-182
Persistent link: https://www.econbiz.de/10012420133
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Cumulative paired Phi-entropy
Klein, Ingo; Mangold, Benedikt - 2015
A new kind of entropy will be introduced generalizing both the differential entropy and the cumulative (residual …) entropy. The generalization is twofold. Firstly, we define the entropy for cumulative distribution functions (cdf) and …
Persistent link: https://www.econbiz.de/10011300742
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Local linear estimation of residual entropy function of conditional distributions
Rajesh, G.; Abdul-Sathar, E.I.; Maya, R. - In: Computational Statistics & Data Analysis 88 (2015) C, pp. 1-14
Local linear estimators for the conditional residual entropy function in the case of complete and censored samples are …
Persistent link: https://www.econbiz.de/10011264456
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On a family of risk measures based on proportional hazards models and tail probabilities
Psarrakos, Georgios; Sordo, Miguel A. - In: Insurance / Mathematics & economics 86 (2019), pp. 232-240
Persistent link: https://www.econbiz.de/10012058865
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Characterization results based on non-additive entropy of order statistics
Thapliyal, Richa; Taneja, H.C.; Kumar, Vikas - In: Physica A: Statistical Mechanics and its Applications 417 (2015) C, pp. 297-303
We consider a non-additive generalization of the Shannon entropy measure using order statistics and show that this entropy measure characterizes the distribution function uniquely. Further we propose a residual non-additive entropy measure for order statistics and prove a characterization result...
Persistent link: https://www.econbiz.de/10011077837
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On residual inaccuracy of order statistics
Thapliyal, Richa; Taneja, H.C. - In: Statistics & Probability Letters 97 (2015) C, pp. 125-131
We propose the measure of residual inaccuracy of order statistics and prove a characterization result for it. Further we characterize some specific lifetime distributions using residual inaccuracy of the first order statistics. We also discuss some properties of the proposed measure.
Persistent link: https://www.econbiz.de/10011189333
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