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Local linear estimation of residual entropy function of conditional distributions

Author

Listed:
  • Rajesh, G.
  • Abdul-Sathar, E.I.
  • Maya, R.

Abstract

Local linear estimators for the conditional residual entropy function in the case of complete and censored samples are proposed. The resulting estimators are shown to be consistent and asymptotically normally distributed under certain regularity conditions. The performance of the estimator is compared by using a real data set and simulation studies are carried out by using the Monte-Carlo method.

Suggested Citation

  • Rajesh, G. & Abdul-Sathar, E.I. & Maya, R., 2015. "Local linear estimation of residual entropy function of conditional distributions," Computational Statistics & Data Analysis, Elsevier, vol. 88(C), pages 1-14.
    • Handle: RePEc:eee:csdana:v:88:y:2015:i:c:p:1-14
    DOI: 10.1016/j.csda.2015.02.002
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    References listed on IDEAS

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