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Kernel Estimation of The Dynamic Cumulative Past Inaccuracy Measure for Right Censored Dependent Data

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Detalhes bibliográficos
Resumo:This paper proposes a nonparametric estimator for the lifetime distribution’s dynamic cumulative past inaccuracy measure based on censored dependent data. The asymptotic properties of the estimator are discussed under suitable regularity conditions. We use Monte-Carlo simulations to compare the estimator’s performance to that of an empirical estimator using mean squared errors to test the estimator’s properties numerically. The methods are demonstrated using two different real data sets.
Autores principais:K. V., Viswakala
Outros Autores:Abdul Sathar , E. I.
Assunto:dynamic cumulative past inaccuracy measure alpha-mixing mean squared error (MSE) mean integrated squared error (MISE)
Ano:2024
País:Portugal
Tipo de documento:artigo
Tipo de acesso:unknown
Instituição associada:Instituto Nacional de Estatística
Idioma:inglês
Origem:REVSTAT-Statistical Journal
Descrição
Resumo:This paper proposes a nonparametric estimator for the lifetime distribution’s dynamic cumulative past inaccuracy measure based on censored dependent data. The asymptotic properties of the estimator are discussed under suitable regularity conditions. We use Monte-Carlo simulations to compare the estimator’s performance to that of an empirical estimator using mean squared errors to test the estimator’s properties numerically. The methods are demonstrated using two different real data sets.