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Estimation of Percentile Residual Life

Author

Listed:
  • Miklós Csörgő

    (Carleton University, Ottawa, Canada)

  • Sándor Csörgő

    (Szeged University, Szeged, Hungary and the University of California, San Diego, California)

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.

Suggested Citation

  • Miklós Csörgő & Sándor Csörgő, 1987. "Estimation of Percentile Residual Life," Operations Research, INFORMS, vol. 35(4), pages 598-606, August.
    • Handle: RePEc:inm:oropre:v:35:y:1987:i:4:p:598-606
    DOI: 10.1287/opre.35.4.598
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    Cited by:

    1. M. Kayid & M. Shafaei Noughabi & A. M. Abouammoh, 2020. "A Nonparametric Estimator of Bivariate Quantile Residual Life Model with Application to Tumor Recurrence Data Set," Journal of Classification, Springer;The Classification Society, vol. 37(1), pages 237-253, April.

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