Nonparametric estimators for varextropy under $\alpha$-mixing condition with appliction in exponential AR(1) model

Document Type : Research Paper

Authors

1 Department of Mathematics, Faculty of Mathematical Sciences and Computer, Kharazmi University, Tehran, Iran

2 Department of Statistics, Faculty of Mathematical Sciences, University of Kashan, Kashan, Iran

Abstract

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.

Keywords

Main Subjects

References

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History

  • Receive Date: 03 November 2023
  • Revise Date: 16 April 2024
  • Accept Date: 12 July 2024

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