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http://hdl.handle.net/10016/8969
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| Title: | Comparing quantile residual life functions by confidence bands |
| Author(s): | Franco-Pereira, Alba M.
Lillo, Rosa E.
Romo, Juan |
| Publisher: | Universidad Carlos III de Madrid. Departamento de Estadística |
| Issued date: | Jun-2010 |
| URI: | http://hdl.handle.net/10016/8969 |
| Abstract: | A quantile residual life function is the quantile of the remaining life of a surviving subject, as it varies with time. In this article we present a nonparametric method for constructing confidence bands for the difference of two quantile residual life functions. These bands provide evidence for two random variables ordering with respect to a quantile residual life order introduced in Franco-Pereira et al. (2010). A simulation study has been carried out in order to evaluate and illustrate the performance and the consistency of this new methodology. We also present applications to real data examples. |
| Serie / Nº.: | UC3M Working papers. Statistics and Econometrics
10-16 |
| Keywords: | Quantile residual life
Confidence bands |
| Appears in Collections: | DES - Working Papers. Statistics and Econometrics. WS
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