Please use this identifier to cite or link to this item:
http://hdl.handle.net/1942/36478
Title: | Quantiles of the conditional residual lifetime | Authors: | ABRAMS, Steven JANSSEN, Paul VERAVERBEKE, Noel |
Issue Date: | 2021 | Publisher: | TAYLOR & FRANCIS LTD | Source: | Statistics (Berlin), 55 (6) , p. 1271-1290 | Abstract: | The study of the residual lifetime received considerable attention in survival analysis and in other disciplines like reliability theory and actuarial science. The quantile residual lifetime function, the inverse of the residual lifetime distribution P(T-1 - t(1) <= y vertical bar T-1 > t(1)), provides an interesting and well-studied measure to analyse residual lifetimes. In this paper we generalize the residual lifetime distribution and the quantile residual lifetime function by adding an extra conditioning of the form {T-2 <= t(2)} or {T-2 > t(2)}, where T-2 is a second variable containing extra information on T-1. Wepropose, for right-censored lifetimes, nonparametric estimators for this generalized conditional remaining lifetime distribution and the corresponding quantile function and we derive the asymptotic theory. In a simulation study, we show the good performance of the newly proposed quantile estimators and we discuss an application to real data on primary biliary cirrhosis. | Notes: | Abrams, S (corresponding author), Univ Hasselt, Data Sci Inst DSI, Interuniv Inst Biostat & Stat Bioinformat I BioSt, Diepenbeek, Belgium. steven.abrams@uhasselt.be |
Keywords: | Asymptotic representation;bivariate distribution;conditional residual lifetime;quantiles;right censoring | Document URI: | http://hdl.handle.net/1942/36478 | ISSN: | 0233-1888 | e-ISSN: | 1029-4910 | DOI: | 10.1080/02331888.2021.2006661 | ISI #: | 000727198200001 | Rights: | 2021 Informa UK Limited, trading as Taylor & Francis Group | Category: | A1 | Type: | Journal Contribution | Validations: | ecoom 2022 |
Appears in Collections: | Research publications |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
Quantiles of the conditional residual lifetime.pdf Restricted Access | Published version | 2.19 MB | Adobe PDF | View/Open Request a copy |
Statistics_revision3 (1).pdf | Peer-reviewed author version | 1.33 MB | Adobe PDF | View/Open |
WEB OF SCIENCETM
Citations
1
checked on Oct 14, 2024
Page view(s)
56
checked on Jun 24, 2022
Download(s)
6
checked on Jun 24, 2022
Google ScholarTM
Check
Altmetric
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.