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Berry–Esseen bounds for the percentile residual life function estimators

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  • Zhao, Mu
  • Jiang, Hongmei

Abstract

The Berry–Esseen bounds for two estimators of the percentile residual life function are established. The bound for the kernel estimator is shown sharper than in the previous work. The obtained bounds are applied to study the relative deficiency of the proposed estimators.

Suggested Citation

  • Zhao, Mu & Jiang, Hongmei, 2015. "Berry–Esseen bounds for the percentile residual life function estimators," Statistics & Probability Letters, Elsevier, vol. 104(C), pages 133-140.
    • Handle: RePEc:eee:stapro:v:104:y:2015:i:c:p:133-140
    DOI: 10.1016/j.spl.2015.05.009
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    References listed on IDEAS

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    1. Xiaojing Xiang, 1995. "A Berry-Esseen theorem for the kernel quantile estimator with application to studying the deficiency of quantile estimators," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(2), pages 237-251, June.
    2. Zhao, Mu & Bai, Fangfang & Zhou, Yong, 2011. "Relative deficiency of quantile estimators for left truncated and right censored data," Statistics & Probability Letters, Elsevier, vol. 81(11), pages 1725-1732, November.
    3. David C. Schmittlein & Donald G. Morrison, 1981. "The Median Residual Lifetime: A Characterization Theorem and an Application," Operations Research, INFORMS, vol. 29(2), pages 392-399, April.
    Full references (including those not matched with items on IDEAS)

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