Kernel Estimation of Cumulative Residual Tsallis Entropy and Its Dynamic Version under <i>ρ</i>-Mixing Dependent Data
Abstrak
Tsallis introduced a non-logarithmic generalization of Shannon entropy, namely Tsallis entropy, which is non-extensive. Sati and Gupta proposed cumulative residual information based on this non-extensive entropy measure, namely cumulative residual Tsallis entropy (CRTE), and its dynamic version, namely dynamic cumulative residual Tsallis entropy (DCRTE). In the present paper, we propose non-parametric kernel type estimators for CRTE and DCRTE where the considered observations exhibit an <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi>ρ</mi></semantics></math></inline-formula>-mixing dependence condition. Asymptotic properties of the estimators were established under suitable regularity conditions. A numerical evaluation of the proposed estimator is exhibited and a Monte Carlo simulation study was carried out.
Topik & Kata Kunci
Penulis (4)
Muhammed Rasheed Irshad
Radhakumari Maya
Francesco Buono
Maria Longobardi
Akses Cepat
- Tahun Terbit
- 2021
- Sumber Database
- DOAJ
- DOI
- 10.3390/e24010009
- Akses
- Open Access ✓