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Non-parametric estimation of the generalized past entropy function with censored dependent data |
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| Affiliation: | 1. Department of Statistics, University of Kerala, Thiruvananthapuram - 695 581, India;2. Department of Statistics, DB Parumala College, Pampa - 689 626, India;1. Fachbereich Mathematik, Technische Universität Kaiserslautern, Erwin-Schrödinger Straße, 67653 Kaiserslautern, Germany;2. Fachgruppe Stochastik am Mathematischen Seminar, Christian-Albrechts-Universität zu Kiel, Ludewig-Meyn-Straße 4, 24098 Kiel, Germany;3. Department of Mathematics, SPST, University of Hamburg, Bundesstrasse 55, 20146 Hamburg, Germany;4. School of Mathematical Sciences, Dublin City University, Dublin 9, Ireland |
| Abstract: | The generalized past entropy function introduced by Gupta and Nanda (2002) is viewed as a dynamic measure of uncertainty in past life. This measure finds applications in modeling past life time data. In the present work we provide non-parametric kernel-type estimator for the generalized past entropy function based on censored data. Asymptotic properties of the estimator are established under suitable regularity conditions. Simulation studies are carried out using the Monte Carlo method. |
| Keywords: | Generalized past entropy function Past entropy function Residual entropy function Kernel estimate Residual life |
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