
تعداد نشریات | 26 |
تعداد شمارهها | 447 |
تعداد مقالات | 4,557 |
تعداد مشاهده مقاله | 5,380,003 |
تعداد دریافت فایل اصل مقاله | 3,580,071 |
Nonparametric estimators for varextropy under $\alpha$-mixing condition with appliction in exponential AR(1) model | ||
Journal of Mahani Mathematical Research | ||
دوره 14، شماره 1 - شماره پیاپی 31، فروردین 2025، صفحه 45-61 اصل مقاله (541.21 K) | ||
نوع مقاله: Research Paper | ||
شناسه دیجیتال (DOI): 10.22103/jmmr.2024.22452.1529 | ||
نویسندگان | ||
Raheleh Zamini1؛ Faranak Goodarzi* 2؛ Mohamad Salimi1 | ||
1Department of Mathematics, Faculty of Mathematical Sciences and Computer, Kharazmi University, Tehran, Iran | ||
2Department of Statistics, Faculty of Mathematical Sciences, University of Kashan, Kashan, Iran | ||
چکیده | ||
The goal of this paper is to study the problem of estimation of varextropy function under $\alpha$-mixing dependence condition. We propose nonparametric estimators for varextropy, residual varextropy and past varextropy. Asymptotic properties of the proposed estimators are investigated under regularity conditions. Moreover, the comparison of the proposed estimators for varextropy in terms of the bias and mean squared error has been done by Monte Carlo method. Furthermore, a real data example is presented. | ||
کلیدواژهها | ||
Asymptotic properties؛ Strong mixing؛ Varextropy function؛ Kernel estimator؛ Simulation | ||
مراجع | ||
[1] Alizadeh, H. N., & Shafaei, M. N. (2023). Varentropy estimators with applications in testing uniformity. Journal of Statistical Computation and Simulation, 93, 2582-2599. https://doi.org/10.1080/00949655.2023.2196627
[2] Al-Labadi, L., Hamlili, M., & Ly, A. (2023). Bayesian estimation of variance-based information measures and their application to testing uniformity. axioms, 12(9) 887. https://doi.org/10.3390/axioms12090887
[3] Balakrishna, N. (2021). Non-Gaussian autoregressive-type time series. Springer Nature.
[4] Becerra, A., de la Rosa, J. I., Gonzaez, E., Pedroza, A. D., & Escalante, N. I. (2018). Training deep neural networks with non-uniform frame-level cost function for automatic speech recognition. Multimedia Tools and Applications, 77, 27231-27267. http://doi.org/10.1007/s11042-018-5917-5
[5] Csorg}o, M., & Revesz, P. (1981). Strong Approximations in Probability and Statistics. Probability and Mathematical Statistics. Academic Press, New York.
[6] Gneiting, T., & Raftery, A. E. (2007). Strictly proper scoring rules, prediction, and estimation. Journal of the American Statistical Association, 102, 359-378. https://doi.org/10.1198/016214506000001437
[7] Goodarzi, F., Amini, M., & Mohtashami Borzadaran, G. R. (2017). Characterizations of continuous distributions through inequalities involving the expected values of selected functions. Application of mathematics, 62(5), 493-507. https://doi.org/10.21136/AM.2017.0182-16
[8] Goodarzi, F. (2023). Characterizations of some discrete distributions and upper bounds on discrete residual varentropy. Journal of the Iranian Statistical Society, 21(2), 233-250. https://doi.org/10.22034/jirss.2022.706994
[9] Irshad, M. R., & Maya, R. (2022). Nonparametric estimation of past extropy under -mixing dependence condition. Ricerche di Matematica, 71, 723-734. https://doi.org/10.1007/s11587-021-00570-8
[10] Kamari, O., & Buono, F. (2021). On extropy of past lifetime distribution. Ricerche di Matematica, 70, 505-515. https://doi.org/10.1007/s11587-020-00488-7
[11] Krishnan, A. S., Sunoj, S. M., & Nair, N. U. (2020). Some reliability properties of extropy for residual and past lifetime random variables. Journal of the Korean Statistical Society, 49, 457-474. https://doi.org/10.1007/s42952-019-00023-x
[12] Lad, F., San lippo, G., Argo, G. (2015). Extropy: complementary dual of entropy. Statistical Science, 30(1), 40-58. https://doi.org/10.1214/14-STS430
[13] Lewis, P. A. W. (1964). A branching poisson process model for the analysis of computer failure patterns. Journal of the Royal Statistical Society, B 26, 398-456. https://doi.org/10.1111/j.2517-6161.1964.tb00573.x
[14] Loynes, R. M. (1965). Extreme values in uniformly mixing stationary stochastic processes. The Annals of Mathematical Statistics, 36(3), 993-999. https://doi.org/10.1214/aoms/1177700071
[15] Maadani, S., Mohtashami Borzadaran, G. R., & Rezaei Roknabadi, A. H. (2022). Varentropy of order statistics and some stochastic comparisons. Communications in Statistics-Theory and Methods, 51, 6447-6460. https://doi.org/10.1080/03610926.2020.1861299
[16] Masry, E. (1986). Recursive probablity density estimation for weakly dependent stationary processes. IEEE Transactions on Information Theory, 32, 254-267. https://doi.org/10.1109/TIT.1986.1057163
[17] Masry, E., & Gyor , L. (1987). Strong consistency and rates for recursive probability density estimators of stationary processes. Journal of Multivariate Analysis, 22(1), 79-93. https://doi.org/10.1016/0047-259X(87)90077-7
[18] Maya, R., & Irshad, M. R. (2019). Kernel estimation of the residual extropy under -mixing dependence condition. South African Statistical Journal, 53, 65-72. https://doi.org/10.37920/sasj.2019.53.2.1
[19] Maya, R., & Irshad, M. R. (2022). Kernel estimation of Mathai-Haubold entropy and residual Mathai-Haubold entropy functions under -Mixing dependence condition. American Journal of Mathematical and Management Sciences, 41, 148-159. https://doi.org/10.1080/01966324.2021.1935366
[20] Maya, R., Irshad, M. R., & Archana, K. (2023). Recursive and non-recursive kernel estimation of negative cumulative residual extropy under -mixing dependence condition. Ricerche di Matematica, 72(1), 119-139. https://doi.org/10.1007/s11587-021-00605-0
21] Maya, R., Irshad, M. R., Bakouch, H., Krishnakumar, A., & Qarmalah, N. (2023). Kernel estimation of the extropy function under -mixing dependent data. Symmetry, 15(4), 796. https://doi.org/10.3390/sym15040796 [22] Philipp, W., & Pinzur, L. (1980). Almost sure approximation theorems for the multivariate empirical process. Z. Wahrscheinlichkeitstheorie verw. Gebiete. 54, 1{13. https://doi.org/10.1007/BF00535346 [23] Qiu, G., & Jia, K. (2018a). Extropy estimators with applications in testing uniformity. Journal of Nonparametric Statistics, 30, 182-196. https://doi.org/10.1080/10485252.2017.1404063 [24] Qiu, G., & Jia, K. (2018b). The residual extropy of order statistics. Statistics & Probability Letters, 133, 15-22. https://doi.org/10.1016/j.spl.2017.09.014 [25] Rajesh, R., Rajesh, G., & Sunoj, S. M. (2022). Kernel estimation of extropy function under length biased sampling. Statistics & Probability Letters, 181, 1-9. https://doi.org/10.1016/j.spl.2021.109290 [26] Rosenblatt, M. (1956). A central limit theorem and a strong mixing condition. Proceedings of the National Academy of Sciences, 42, 43-47. https://www.jstor.org/stable/89041 [27] Roussas, G. G. (1989). Some asymptotic properties of an estimate of the survival function under dependence conditions. Statistics & Probability Letters, 8, 235-243. https://doi.org/10.1016/0167-7152(89)90128-4 [28] Saadatmand, A., Nematollahi, A. R., Sadooghi-Alvandi, S. M. (2021). On the estimation problem in AR(1) model with exponential innovations. Journal of Statistical Modelling: Theory and Applications, 2, 51-62. https://doi.org/10.22034/jsmta.2021.2695 [29] Shannon, C. E. (1948), A mathematical theory of communication, Bell System Technical Journal, 27, 379-423. https://doi.org/10.1002/j.1538-7305.1948.tb01338.x [30] Song, K. S. (2001). Renyi information, loglikelihood and an intrinsic distribution measure. Journal of Statistical Planning and Inference, 93, 51-69. https://doi.org/10.1016/S0378-3758(00)00169-5 [31] Vaselabadi, N. M., Tahmasebi, S., Kazemi, M. R., & Buono, F. (2021). Results on varextropy measure of random variables. Entropy, 23, 356. https://doi.org/10.3390/e23030356 [32] Wolverton, C., Wagner, T. J. (1969). Asymptotically optimal discriminant functions for pattern classi cation. IEEE Transactions on Information Theorey, 15(2), 258-265. https://doi.org/10.1109/TIT.1969.1054295 [33] Zamini, R., Goodarzi, F., & Hashemi, F. (2023). Some kernel estimators for varextropy function under length-biased sampling. Communications in Statistics-Simulation and Computation, 1-21. https://doi.org/10.1080/03610918.2023.2289354 | ||
آمار تعداد مشاهده مقاله: 328 تعداد دریافت فایل اصل مقاله: 248 |