IDEAS home Printed from https://ideas.repec.org/p/cte/wsrepe/ws086422.html
   My bibliography  Save this paper

Percentile residual life orders

Author

Listed:
  • Franco Pereira, Alba María
  • Lillo Rodríguez, Rosa Elvira
  • Romo, Juan
  • Shaked, Moshe

Abstract

In this paper we study a family of stochastic orders of random variables defined via the comparison of their percentile residual life functions. Some interpretations of these stochastic orders are given, and various properties of them are derived. The relationships to other stochastic orders are also studied. Finally, some applications in reliability theory and finance are described.

Suggested Citation

  • Franco Pereira, Alba María & Lillo Rodríguez, Rosa Elvira & Romo, Juan & Shaked, Moshe, 2008. "Percentile residual life orders," DES - Working Papers. Statistics and Econometrics. WS ws086422, Universidad Carlos III de Madrid. Departamento de Estadística.
    • Handle: RePEc:cte:wsrepe:ws086422
    as

    Download full text from publisher

    File URL: https://e-archivo.uc3m.es/bitstream/handle/10016/3244/ws086422.pdf?sequence=1
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Alan E. Gelfand & Athanasios Kottas, 2003. "Bayesian Semiparametric Regression for Median Residual Life," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 30(4), pages 651-665, December.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Jong-Hyeon Jeong & Sin-Ho Jung & Joseph P. Costantino, 2008. "Nonparametric Inference on Median Residual Life Function," Biometrics, The International Biometric Society, vol. 64(1), pages 157-163, March.
    2. Maria De Iorio & Wesley O. Johnson & Peter Müller & Gary L. Rosner, 2009. "Bayesian Nonparametric Nonproportional Hazards Survival Modeling," Biometrics, The International Biometric Society, vol. 65(3), pages 762-771, September.
    3. Athanasios Kottas & Milovan Krnjajić, 2009. "Bayesian Semiparametric Modelling in Quantile Regression," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(2), pages 297-319, June.
    4. Das, Priyam & Ghosal, Subhashis, 2017. "Bayesian quantile regression using random B-spline series prior," Computational Statistics & Data Analysis, Elsevier, vol. 109(C), pages 121-143.
    5. Luis Alexander Crouch & Susanne May & Ying Qing Chen, 2016. "On estimation of covariate-specific residual time quantiles under the proportional hazards model," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 22(2), pages 299-319, April.
    6. Sin-Ho Jung & Jong-Hyeon Jeong & Hanna Bandos, 2009. "Regression on Quantile Residual Life," Biometrics, The International Biometric Society, vol. 65(4), pages 1203-1212, December.
    7. Yimeng Liu & Liwen Wu & Gong Tang & Abdus S. Wahed, 2023. "A series of two-sample non-parametric tests for quantile residual life time," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 29(1), pages 234-252, January.
    8. Yun Yang & Surya T. Tokdar, 2017. "Joint Estimation of Quantile Planes Over Arbitrary Predictor Spaces," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(519), pages 1107-1120, July.
    9. Volf, P. & Timková, J., 2014. "On selection of optimal stochastic model for accelerated life testing," Reliability Engineering and System Safety, Elsevier, vol. 131(C), pages 291-297.

    More about this item

    Keywords

    Mean residual life function;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cte:wsrepe:ws086422. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Ana Poveda (email available below). General contact details of provider: http://portal.uc3m.es/portal/page/portal/dpto_estadistica .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.