Confidence bands for percentile residual lifetime under random censorship model
type: Item
instance of: scholarly article
title: Confidence bands for percentile residual lifetime under random censorship model
zbMATH Open document ID: 0667.62032
DOI: 10.1016/0047-259X(89)90079-1
author: Chang-Jo F. Chung
published in: Journal of Multivariate Analysis
publication date: 1989-01-01T00:00:00Z
review text: Under the random censorship model from the right, we construct confidence bands for the (1-p) percentile residual lifetime, \[ R^{(p)}(t)=Q(1- p(1-F^ 0(t)))-t, \] where \(F^ 0\) and Q denote the distribution and quantile functions, respectively. We first prove that the scaled PL(1-p) percentile residual lifetime process \(r_ n^{(p)}(t)\) can be almost surely approximated by appropriate Gaussian processes which, however, depend on the unknown underlying distribution and quantile functions. This leads us to bootstrapping considerations. We define the bootstrapped PL(1-p) percentile residual lifetime process and discuss approximations of this process by appropriate Gaussian processes. The latter enables us to construct bootstrapped confidence bands for \(R^{(p)}(t)\).
Mathematics Subject Classification ID: 62G15
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 62G30
zbMATH DE Number: 4092576
zbMATH Keywords: strong approximation
zbMATH Keywords: weak convergence
zbMATH Keywords: Gaussian approximation
zbMATH Keywords: random censorship model
zbMATH Keywords: confidence bands
zbMATH Keywords: Gaussian processes
zbMATH Keywords: quantile functions
zbMATH Keywords: bootstrapping
zbMATH Keywords: percentile residual lifetime process
MaRDI profile type: Publication
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full work available at URL: 0047-259x(89)90079-1
OpenAlex ID: W1993585310
description: scientific article; zbMATH DE number 4092576