IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v81y2011i11p1594-1598.html
   My bibliography  Save this article

Characterizations of bivariate models using dynamic Kullback-Leibler discrimination measures

Author

Listed:
  • Navarro, J.
  • Sunoj, S.M.
  • Linu, M.N.

Abstract

In this paper, the residual Kullback-Leibler discrimination information measure is extended to conditionally specified models. The extension is used to characterize some bivariate distributions. These distributions are also characterized in terms of proportional hazard rate models and weighted distributions. Moreover, we also obtain some bounds for this dynamic discrimination function by using the likelihood ratio order and some preceding results.

Suggested Citation

  • Navarro, J. & Sunoj, S.M. & Linu, M.N., 2011. "Characterizations of bivariate models using dynamic Kullback-Leibler discrimination measures," Statistics & Probability Letters, Elsevier, vol. 81(11), pages 1594-1598, November.
    • Handle: RePEc:eee:stapro:v:81:y:2011:i:11:p:1594-1598
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S016771521100191X
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Di Crescenzo, Antonio & Longobardi, Maria, 2004. "A measure of discrimination between past lifetime distributions," Statistics & Probability Letters, Elsevier, vol. 67(2), pages 173-182, April.
    2. Bartoszewicz, Jaroslaw, 2009. "On a representation of weighted distributions," Statistics & Probability Letters, Elsevier, vol. 79(15), pages 1690-1694, August.
    3. Ebrahimi, Nader & Kirmani, S.N.U.A. & Soofi, Ehsan S., 2007. "Multivariate dynamic information," Journal of Multivariate Analysis, Elsevier, vol. 98(2), pages 328-349, February.
    4. Nader Ebrahimi & Ehsan S. Soofi & Refik Soyer, 2010. "Information Measures in Perspective," International Statistical Review, International Statistical Institute, vol. 78(3), pages 383-412, December.
    5. Blazej, Pawel, 2008. "Preservation of classes of life distributions under weighting with a general weight function," Statistics & Probability Letters, Elsevier, vol. 78(17), pages 3056-3061, December.
    6. S.S. & S.M., 2008. "Some Dynamic Generalized Information Measures In The Context Of Weighted Models," Statistica, Department of Statistics, University of Bologna, vol. 68(1), pages 71-84.
    7. Bartoszewicz, Jaroslaw & Skolimowska, Magdalena, 2006. "Preservation of classes of life distributions and stochastic orders under weighting," Statistics & Probability Letters, Elsevier, vol. 76(6), pages 587-596, March.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Amit Ghosh & Chanchal Kundu, 2018. "Chernoff distance for conditionally specified models," Statistical Papers, Springer, vol. 59(3), pages 1061-1083, September.
    2. Sunoj, S.M. & Sankaran, P.G. & Nanda, Asok K., 2013. "Quantile based entropy function in past lifetime," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 366-372.
    3. Sunoj, S.M. & Sankaran, P.G., 2012. "Quantile based entropy function," Statistics & Probability Letters, Elsevier, vol. 82(6), pages 1049-1053.
    4. Park, Sangun & Pakyari, Reza, 2015. "Cumulative residual Kullback–Leibler information with the progressively Type-II censored data," Statistics & Probability Letters, Elsevier, vol. 106(C), pages 287-294.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Nair Rohini S. & Abdul Sathar E. I., 2019. "Bivariate Dynamic Weighted Survival Entropy of Order 𝛼," Stochastics and Quality Control, De Gruyter, vol. 34(2), pages 67-85, December.
    2. Ebrahimi, Nader & Jalali, Nima Y. & Soofi, Ehsan S., 2014. "Comparison, utility, and partition of dependence under absolutely continuous and singular distributions," Journal of Multivariate Analysis, Elsevier, vol. 131(C), pages 32-50.
    3. Sánchez-Sánchez, M. & Sordo, M.A. & Suárez-Llorens, A. & Gómez-Déniz, E., 2019. "Deriving Robust Bayesian Premiums Under Bands Of Prior Distributions With Applications," ASTIN Bulletin, Cambridge University Press, vol. 49(1), pages 147-168, January.
    4. Maryam Eskandarzadeh & Antonio Di Crescenzo & Saeid Tahmasebi, 2019. "Cumulative Measure of Inaccuracy and Mutual Information in k -th Lower Record Values," Mathematics, MDPI, vol. 7(2), pages 1-19, February.
    5. Bartoszewicz, Jaroslaw, 2009. "On a representation of weighted distributions," Statistics & Probability Letters, Elsevier, vol. 79(15), pages 1690-1694, August.
    6. Antonio Di Crescenzo & Patrizia Di Gironimo, 2018. "Stochastic Comparisons and Dynamic Information of Random Lifetimes in a Replacement Model," Mathematics, MDPI, vol. 6(10), pages 1-13, October.
    7. Abdolsaeed Toomaj & Antonio Di Crescenzo, 2020. "Connections between Weighted Generalized Cumulative Residual Entropy and Variance," Mathematics, MDPI, vol. 8(7), pages 1-27, July.
    8. Abdolsaeed Toomaj, 2017. "On the effect of dependency in information properties of series and parallel systems," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 26(3), pages 419-435, August.
    9. Das Ujjwal & Ebrahimi Nader, 2018. "A New Method For Covariate Selection In Cox Model," Statistics in Transition New Series, Statistics Poland, vol. 19(2), pages 297-314, June.
    10. Athanasios Sachlas & Takis Papaioannou, 2014. "Residual and Past Entropy in Actuarial Science and Survival Models," Methodology and Computing in Applied Probability, Springer, vol. 16(1), pages 79-99, March.
    11. Parfait Munezero, 2022. "Efficient particle smoothing for Bayesian inference in dynamic survival models," Computational Statistics, Springer, vol. 37(2), pages 975-994, April.
    12. Sunoj, S.M. & Sankaran, P.G., 2012. "Quantile based entropy function," Statistics & Probability Letters, Elsevier, vol. 82(6), pages 1049-1053.
    13. Nelson, David & Noorbaloochi, Siamak, 2013. "Information preserving sufficient summaries for dimension reduction," Journal of Multivariate Analysis, Elsevier, vol. 115(C), pages 347-358.
    14. Majid Asadi & Karthik Devarajan & Nader Ebrahimi & Ehsan Soofi & Lauren Spirko‐Burns, 2022. "Elaboration Models with Symmetric Information Divergence," International Statistical Review, International Statistical Institute, vol. 90(3), pages 499-524, December.
    15. Maya, R. & Abdul-Sathar, E.I. & Rajesh, G., 2014. "Non-parametric estimation of the generalized past entropy function with censored dependent data," Statistics & Probability Letters, Elsevier, vol. 90(C), pages 129-135.
    16. Vikas Kumar & H. Taneja & R. Srivastava, 2011. "A dynamic measure of inaccuracy between two past lifetime distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 74(1), pages 1-10, July.
    17. N. Unnikrishnan Nair & S. M. Sunoj & Rajesh G., 2023. "Relation between Relative Hazard Rates and Residual Divergence with some Applications to Reliability Analysis," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(1), pages 784-802, February.
    18. K. Nair & P. Sankaran & S. Smitha, 2011. "Chernoff distance for truncated distributions," Statistical Papers, Springer, vol. 52(4), pages 893-909, November.
    19. Chanchal Kundu, 2015. "Generalized measures of information for truncated random variables," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(4), pages 415-435, May.
    20. Abbasnejad, M. & Arghami, N.R. & Morgenthaler, S. & Mohtashami Borzadaran, G.R., 2010. "On the dynamic survival entropy," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1962-1971, December.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:81:y:2011:i:11:p:1594-1598. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.