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

Mu Zhao; Hongmei Jiang; Yong Zhou

doi:10.1080/03610926.2015.1010006

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

Mu Zhao
, Hongmei Jiang^*
, Yong Zhou

^*Corresponding author for this work

Northwestern University
Zhongnan University of Economics and Law
CAS - Academy of Mathematics and System Sciences
Shanghai University of Finance and Economics

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

Abstract

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.

Original language	English
Pages (from-to)	995-1006
Number of pages	12
Journal	Communications in Statistics - Theory and Methods
Volume	46
Issue number	2
DOIs	https://doi.org/10.1080/03610926.2015.1010006
State	Published - 17 Jan 2017
Externally published	Yes

Keywords

Confidence interval
Left-truncated and right-censored data
Percentile residual life function
TJW product-limit process

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10.1080/03610926.2015.1010006

Cite this

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title = "Estimation of percentile residual life function with left-truncated and right-censored data",

abstract = "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.",

keywords = "Confidence interval, Left-truncated and right-censored data, Percentile residual life function, TJW product-limit process",

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AU - Jiang, Hongmei

AU - Zhou, Yong

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AB - 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.

KW - Confidence interval

KW - Left-truncated and right-censored data

KW - Percentile residual life function

KW - TJW product-limit process

UR - https://www.scopus.com/pages/publications/84991408365

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M3 - 文章

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JO - Communications in Statistics - Theory and Methods

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

Abstract

Keywords

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