Estimation of Mean Residual Life

W. J. Hall and Jon A. Wellner ()
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W. J. Hall: University of Rochester, Department of Biostatistics and Computational Biology
Jon A. Wellner: University of Washington

A chapter in Statistical Modeling for Biological Systems, 2020, pp 169-189 from Springer

Abstract: Abstract Yang (Ann Stat, 6:112–116, 1978) considered an empirical estimate of the mean residual life function on a fixed finite interval. She proved it to be strongly uniformly consistent and (when appropriately standardized) weakly convergent to a Gaussian process. These results are extended to the whole half line, and the variance of the limiting process is studied. Also, nonparametric simultaneous confidence bands for the mean residual life function are obtained by transforming the limiting process to Brownian motion.

Keywords: Life expectancy; Consistency; Limiting Gaussian process; Confidence bands (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-34675-1_10

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DOI: 10.1007/978-3-030-34675-1_10

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