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Estimation of percentile residual life function with left-truncated and right-censored data |
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| Authors: | Mu Zhao Yong Zhou |
| Affiliation: | 1. Department of Statistics, Northwestern University, Evanston, IL, USA;2. The School of Statistics and Mathematics, Zhongnan University of Economics and Law, Wuhan, China;3. Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, China;4. School of Statistics and Management, Shanghai University of Finance and Economics, Shanghai, China |
| Abstract: | This article focuses on the estimation of percentile residual life function with left-truncated and right-censored data. Asymptotic normality and a pointwise confidence interval that does not require estimating the unknown underlying distribution function of the proposed empirical estimator are obtained. Some simulation studies and a real data example are used to illustrate our results. |
| Keywords: | Confidence interval Left-truncated and right-censored data Percentile residual life function TJW product-limit process |