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.
2022
File in questo prodotto:
File Dimensione Formato  
entropy-24-00009.pdf

accesso aperto

Tipologia: 2a Post-print versione editoriale / Version of Record
Licenza: Creative commons
Dimensione 402.64 kB
Formato Adobe PDF
402.64 kB Adobe PDF Visualizza/Apri
Pubblicazioni consigliate

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11583/2994639