Estimation of Percentile Residual Life

Miklós Csörgő and Sándor Csörgő
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Miklós Csörgő: Carleton University, Ottawa, Canada
Sándor Csörgő: Szeged University, Szeged, Hungary and the University of California, San Diego, California

Operations Research, 1987, vol. 35, issue 4, 598-606

Abstract: We initiate a nonparametric, large sample estimation theory for the percentile residual lifetime. We introduce the empirical percentile residual life process and determine its asymptotic distribution, resulting in asymptotically distribution-free confidence intervals and confidence bands for the percentile residual lifetime. We illustrate the methods using strike duration data from the work of D. C. Schmittlein and D. G. Morrison.

Keywords: 726 percentile residual life functions; 799 confidence interval estimation; 801 nonparametric functional estimation (search for similar items in EconPapers)
Date: 1987
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Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:35:y:1987:i:4:p:598-606

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