Publication: Comparing quantile residual life functions by confidence bands
Loading...
Identifiers
Publication date
2010-06
Defense date
Advisors
Tutors
Journal Title
Journal ISSN
Volume Title
Publisher
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.
Description
Keywords
Quantile residual life, Confidence bands