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Comparing quantile residual life functions by confidence bands

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  • Franco Pereira, Alba María
  • Lillo Rodríguez, Rosa Elvira
  • Romo, Juan

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.

Suggested Citation

  • Franco Pereira, Alba María & Lillo Rodríguez, Rosa Elvira & Romo, Juan, 2010. "Comparing quantile residual life functions by confidence bands," DES - Working Papers. Statistics and Econometrics. WS ws103016, Universidad Carlos III de Madrid. Departamento de Estadística.
    • Handle: RePEc:cte:wsrepe:ws103016
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    1. López Pintado, Sara & Romo, Juan, 2005. "A half-graph depth for functional data," DES - Working Papers. Statistics and Econometrics. WS ws051603, Universidad Carlos III de Madrid. Departamento de Estadística.
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      Keywords

      Quantile residual life;

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