Estimation of percentile residual life function with left-truncated and right-censored data

被引：1

作者：

Zhao, Mu ^{[1
,2
]}

Jiang, Hongmei ^{[1
]}

Zhou, Yong ^{[3
,4
]}

机构：

[1] Northwestern Univ, Dept Stat, Evanston, IL 60208 USA

[2] Zhongnan Univ Econ & Law, Sch Stat & Math, Wuhan, Peoples R China

[3] Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China

[4] Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai, Peoples R China

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2017年 / 46卷 / 02期

关键词：

Confidence interval; Left-truncated and right-censored data; Percentile residual life function; TJW product-limit process; PRODUCT-LIMIT ESTIMATOR; CONFIDENCE BANDS; CHARACTERIZATION THEOREM; QUANTILE PROCESS; MODEL; INFERENCE;

D O I：

10.1080/03610926.2015.1010006

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This article focuses on the estimation of percentile residual life function with left-truncated and right-censored data. Asymptotic normality and a pointwise confidence interval that does not require estimating the unknown underlying distribution function of the proposed empirical estimator are obtained. Some simulation studies and a real data example are used to illustrate our results.

引用

页码：995 / 1006

页数：12

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