Quantile-based cumulative Kullback–Leibler divergence

DOI10.1080/02331888.2017.1327534MaRDI QIDQ4639145zbMATH OpenOpenAlexFDO

Authors S. M. Sunoj, N. Unnikrishnan Nair, P. G. Sankaran

Publication date 3 May 2018

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2017.1327534

zbMATH Keywords

characterizationscumulative residual Kullback-Leibler divergencequantile functionreliability measuresstochastic ordering

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Nonparametric regression and quantile regression (62G08) Reliability and life testing (62N05) Measures of information, entropy (94A17)

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Cites work

• A dynamic discrimination information based on cumulative residual entropy and its properties
• Exponentiality test based on the progressive type II censoring via cumulative entropy
• Kullback-Leibler divergence: a quantile approach
• Modelling lifetimes by quantile functions using Parzen's score function
• New classes of Lorenz curves by maximizing Tsallis entropy under mean and Gini equality and inequality constraints
• Nonparametric Statistical Data Modeling
• On cumulative residual Kullback-Leibler information
• On Information and Sufficiency
• Quantile-based cumulative entropies
• Quantile-based reliability analysis
• Quantile-based reliability analysis
• Residual and past entropy in actuarial science and survival models
• Rényi's residual entropy: a quantile approach
• Some properties and applications of cumulative Kullback–Leibler information
• Testing goodness-of-fit for exponential distribution based on cumulative residual entropy

Cited in

(15)

• A quantile-based Tsallis-\(\alpha\) divergence
• Quantile-based cumulative inaccuracy measures
• Non-parametric estimation of Kullback-Leibler discrimination information based on censored data
• Kullback-Leibler divergence: a quantile approach
• Quantile-based Chernoff distance for truncated random variables
• The \(\varphi\)-divergence family of measures based on quantile function
• A quantile-based study on ageing intensity function
• Quantile-based study of (dynamic) inaccuracy measures
• Proportional hazards model with quantile functions
• Quantile approach of dynamic generalized entropy (divergence) measure
• Bayesian estimation under Kullback-Leibler divergence measure based on exponential data
• Dispersion indices based on Kerridge inaccuracy measure and Kullback-Leibler divergence
• Quantile-based overlap measures
• On quantile-based dynamic survival extropy and its applications
• A quantile approach to the Kullback-Leibler divergence on type-I censored variable and record values

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