Estimation of two ordered bivariate mean residual life functions

Javier Rojo and Musie Ghebremichael

Journal of Multivariate Analysis, 2006, vol. 97, issue 2, 431-454

Abstract: Situations occur frequently in which the mean residual life (mrl) functions of two populations must be ordered. For example, if a mechanical device is improved, the mrl function for the improved device should not be less than that of the original device. Also, mrl functions for medical patients should often be ordered depending on the status of concomitant variables. This paper proposes nonparametric estimators of the bivariate mrl function under a mrl ordering. The estimators are shown to be asymptotically unbiased, strongly uniformly consistent and weakly convergent to a bivariate Gaussian process. The estimators are shown to be the projections, in a sense to be made precise, of the empirical mrl function onto an appropriate convex set of mrl functions. In the one-sample problem, the new estimators dominate the empirical mrl function in terms of risk with respect to a wide class of loss functions.

Keywords: Survival; function; Mean; residual; life; function; Mean; residual; life; ordering; Asymptotic; properties; Admissibility; Loss; function (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (2)

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