Comparing quantile residual life functions by confidence bands
AbstractA 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.
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Bibliographic InfoPaper provided by Universidad Carlos III, Departamento de Estadística y Econometría in its series Statistics and Econometrics Working Papers with number ws103016.
Date of creation: Jun 2010
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Quantile residual life; Confidence bands;
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