Related papers: Non-parametric estimation of cumulative (residual)…
Composite likelihoods are a class of alternatives to the full likelihood which are widely used in many situations in which the likelihood itself is intractable. A composite likelihood may be computed without the need to specify the full…
Using different extropies of k record values various characterizations are provided for continuous symmetric distributions. The results are in addition to the results of Ahmadi, J. (Statistical Papers, 2021, 62:2603-2626). These include…
In this paper, we are testing the symmetry in the distribution of data observed on a random variable. We proposed test statistics using cumulative past and residual extropy of record values based on the characterization developed by Gupta…
This paper examines nonparametric regression with an exogenous threshold variable, allowing for an unknown number of thresholds. Given the number of thresholds and corresponding threshold values, we first establish the asymptotic properties…
In the past six years, a considerable attention has been given to the extropy measure proposed by Lad et al. (2015). Weighted Extropy of Ranked Set Sampling was studied and compared with simple random sampling by Qiu et al. (2022). The…
Composition methodologies in the current literature are mainly to promote estimation efficiency via direct composition, either, of initial estimators or of objective functions. In this paper, composite estimation is investigated for both…
In the present work, we provide the asymptotic behavior of the residual-past entropy, of the mean residual-past lifetime distribution and of the residual-past inaccuracy measure. We are interested in these measures of uncertainty in the…
Gupta and Chaudhary [14] introduced general weighted extropy and studied related properties. In this paper, we study conditional extropy and define the monotonic behaviour of conditional extropy. Also, we obtain results on the convolution…
In this work, we propose extropy measures based on density copula, distributional copula, and survival copula, and explore their properties. We study the effect of monotone transformations for the proposed measures and obtain bounds. We…
In this paper, we introduce the weighted cumulative residual Mathai--Haubold entropy and establish its fundamental properties. A dynamic version is developed, and its behavior under linear transformations is studied. Bounds and explicit…
The subject of robust estimation in time series is widely discussed in literature. One of the approaches is to use GM-estimation. This method incorporates a broad class of nonparametric estimators which under suitable conditions includes…
In this paper, we study some properties and characterization of the general weighted cumulative past extropy (n-WCPJ). Many results including some bounds, inequalities, and effects of linear transformations are obtained. We study the…
Recently, there has been growing attention to study uncertainty measures for doubly truncated random variables. In this paper, the concept of varextropy for doubly truncated random variables is introduced. The changes of this measure under…
This paper introduces a new class of robust estimates for ARMA models. They are M-estimates, but the residuals are computed so the effect of one outlier is limited to the period where it occurs. These estimates are closely related to those…
We study asymptotic behavior of one-step weighted $M$-estimators based on samples from arrays of not necessarily identically distributed random variables and representing explicit approximations to the corresponding consistent weighted…
We present two new estimators for estimating the entropy of absolutely continuous random variables. Some properties of them are considered, specifically consistency of the first is proved. The introduced estimators are compared with the…
Extropy, a complementary dual of entropy, (proposed by Lad et al. \cite{lad2015extropy} in 2015) has attracted considerable interest from the research community. In this study, we focus on discrete random variables and define conditional…
We review the alternative proposals introduced recently in the literature to update the standard formula to estimate the uncertainty on the mean of repeated measurements, and we compare their performances on synthetic examples with normal…
In this paper, we introduce weighted fractional generalized cumulative past entropy of a nonnegative absolutely continuous random variable with bounded support. Various properties of the proposed weighted fractional measure are studied.…
In this work, we propose estimators for the uncertainty in mean residual times that require, for their evaluation, statistically independent individual residence times obtained from a discrete time process. We examine their performance…