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.
Kernel estimation of cumulative residual tsallis entropy and its dynamic version under ρ-mixing dependent data / Irshad, M. R.; Maya, R.; Buono, F.; Longobardi, M.. - In: ENTROPY. - ISSN 1099-4300. - 24:1(2022), pp. 1-14. [10.3390/e24010009]
Kernel estimation of cumulative residual tsallis entropy and its dynamic version under ρ-mixing dependent data
Buono F.;
2022
Abstract
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.File | Dimensione | Formato | |
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https://hdl.handle.net/11583/2994639