Kernel Estimation of Cumulative Residual Tsallis Entropy and Its Dynamic Version under ρ-Mixing Dependent Data
Keyword(s):
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 ρ-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.
2015 ◽
Vol 2015
◽
pp. 1-8
◽
2018 ◽
Vol 491
◽
pp. 678-692
◽
2017 ◽
Vol 20
(06)
◽
pp. 1750041
◽
2011 ◽
Vol 81
(8)
◽
pp. 1072-1077
◽
2019 ◽
Vol 12
(2)
◽
pp. 61
◽
1986 ◽
Vol 23
(02)
◽
pp. 409-417
◽
2019 ◽
Vol 12
(2)
◽
pp. 66
◽