Estimation of mean residual life
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Publication:6288779
arXiv1707.02484MaRDI QIDQ6288779FDOQ6288779
Authors: W. J. Hall, Jon A. Wellner 
Publication date: 8 July 2017
Abstract: Yang (1978) considered an empirical estimate of the mean residual life function on a fixed finite interval. She proved it to be strongly uniformly consistent and (when appropriately standardized) weakly convergent to a Gaussian process. These results are extended to the whole half line, and the variance of the the limiting process is studied. Also, nonparametric simultaneous confidence bands for the mean residual life function are obtained by transforming the limiting process to Brownian motion.
Nonparametric estimation (62G05) Reliability and life testing (62N05) Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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