Nonparametric estimators for varextropy under $\alpha$-mixing condition with appliction in exponential AR(1) model
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 regul...
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| Format: | Article |
| Language: | English |
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Shahid Bahonar University of Kerman
2025-01-01
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| Series: | Journal of Mahani Mathematical Research |
| Subjects: | |
| Online Access: | https://jmmrc.uk.ac.ir/article_4353_ac23aa767beac2476475b750a2a2df04.pdf |
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| author | Raheleh Zamini Faranak Goodarzi Mohamad Salimi |
| author_facet | Raheleh Zamini Faranak Goodarzi Mohamad Salimi |
| author_sort | Raheleh Zamini |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-29a51c6916a14c3ea4987e8da4945b43 |
| institution | Kabale University |
| issn | 2251-7952 2645-4505 |
| language | English |
| publishDate | 2025-01-01 |
| publisher | Shahid Bahonar University of Kerman |
| record_format | Article |
| series | Journal of Mahani Mathematical Research |
| spelling | doaj-art-29a51c6916a14c3ea4987e8da4945b432025-01-04T19:30:18ZengShahid Bahonar University of KermanJournal of Mahani Mathematical Research2251-79522645-45052025-01-01141456110.22103/jmmr.2024.22452.15294353Nonparametric estimators for varextropy under $\alpha$-mixing condition with appliction in exponential AR(1) modelRaheleh Zamini0Faranak Goodarzi1Mohamad Salimi2Department of Mathematics, Faculty of Mathematical Sciences and Computer, Kharazmi University, Tehran, IranDepartment of Statistics, Faculty of Mathematical Sciences, University of Kashan, Kashan, IranDepartment of Mathematics, Faculty of Mathematical Sciences and Computer, Kharazmi University, Tehran, IranThe 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.https://jmmrc.uk.ac.ir/article_4353_ac23aa767beac2476475b750a2a2df04.pdfasymptotic propertiesstrong mixingvarextropy functionkernel estimatorsimulation |
| spellingShingle | Raheleh Zamini Faranak Goodarzi Mohamad Salimi Nonparametric estimators for varextropy under $\alpha$-mixing condition with appliction in exponential AR(1) model Journal of Mahani Mathematical Research asymptotic properties strong mixing varextropy function kernel estimator simulation |
| title | Nonparametric estimators for varextropy under $\alpha$-mixing condition with appliction in exponential AR(1) model |
| title_full | Nonparametric estimators for varextropy under $\alpha$-mixing condition with appliction in exponential AR(1) model |
| title_fullStr | Nonparametric estimators for varextropy under $\alpha$-mixing condition with appliction in exponential AR(1) model |
| title_full_unstemmed | Nonparametric estimators for varextropy under $\alpha$-mixing condition with appliction in exponential AR(1) model |
| title_short | Nonparametric estimators for varextropy under $\alpha$-mixing condition with appliction in exponential AR(1) model |
| title_sort | nonparametric estimators for varextropy under alpha mixing condition with appliction in exponential ar 1 model |
| topic | asymptotic properties strong mixing varextropy function kernel estimator simulation |
| url | https://jmmrc.uk.ac.ir/article_4353_ac23aa767beac2476475b750a2a2df04.pdf |
| work_keys_str_mv | AT rahelehzamini nonparametricestimatorsforvarextropyunderalphamixingconditionwithapplictioninexponentialar1model AT faranakgoodarzi nonparametricestimatorsforvarextropyunderalphamixingconditionwithapplictioninexponentialar1model AT mohamadsalimi nonparametricestimatorsforvarextropyunderalphamixingconditionwithapplictioninexponentialar1model |