Kullback-Leibler information of a censored variable and its applications

Sangun Park, Minsuk Shin

Research output: Contribution to journalArticle

9 Citations (Scopus)

Abstract

In this paper, we study the Kullback-Leibler (KL) information of a censored variable, which we will simply call it censored KL information. The censored KL information is shown to have the necessary monotonicity property in addition to inherent properties of nonnegativity and characterization. We also present a representation of the censored KL information in terms of the relative risk and study its relation with the Fisher information in censored data. Finally, we evaluate the estimated censored KL information as a goodness-of-fit test statistic.

Original languageEnglish
Pages (from-to)756-765
Number of pages10
JournalStatistics
Volume48
Issue number4
DOIs
Publication statusPublished - 2014 Jul

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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