Improved asymptotics of a decreasing mean residual life estimator

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Authors
Lorenzo, Edgardo
Mukerjee, Hari
Advisors
Issue Date
2014-09-17
Type
Article
Keywords
Decreasing mean residual life , Confidence bands , Weak convergence
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Citation
Lorenzo, Edgardo; Mukerjee, Hari. 2014. Improved asymptotics of a decreasing mean residual life estimator. Communications in Statistics - Theory and Methods, vol. 43:no. 21:pp 4514-4518
Abstract

The mean residual life of a life distribution, X, with a finite mean is defined by M(t) = E[X - t|X > t] for t > 0. Kochar etal. (2000) provided an estimator of M when it is assumed to be decreasing. They showed that its asymptotic distribution was the same as that of the empirical estimate, but only under very stringent analytic and distributional assumptions. We provide a more general asymptotic theory, and under much weaker conditions. We also provide improved asymptotic confidence bands.

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Publisher
Taylor & Francis Group
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Series
Communications in Statistics - Theory and Methods;v.43:no.21
PubMed ID
DOI
ISSN
0361-0926
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