Nonparametric estimator for mean residual life and vitality function |
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Authors: | A. Guillamón J. Navarro J. M. Ruiz |
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Affiliation: | (1) Departamento de Estadística e I. O., Universidad de Murcia, Apdo. 4021, E-30071 Espinado, Murcia, Spain |
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Abstract: | ![]() In this paper, we study the estimation of the vitality function(v(x)=E(X|X>x) and mean residual life function(e(x)=E(X-x|X>x) from a sample ofX using the empirical estimator and kernel estimator. Under suitable conditions of regularity, the asymptotic normality of the kernel estimator is obtained. Partially supported by Consejeria de Cultura y Ed. (C.A.R.M.), under Grant PIB 95/90. |
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Keywords: | and Phrases Kernel density estimator Kernel reliability estimator Mean residual life function Vitality function |
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