Asymptotic equivalence between two empirical mean residual life processes. (English) Zbl 1018.62090
Summary: There are two mean residual life estimates for right censored data. One is based on the Kaplan-Meier estimate, and the other on the Susarla-Van Ryzin estimate for survival functions [see V. Susarla and J. van Ryzin, Ann. Stat. 8, 1002-1016 (1980; Zbl 0455.62030)]. We define the empirical mean residual life process for right censored data and show that the two empirical mean residual life processes based on the Kaplan-Meier and Susarla-Van Ryzin estimates are asymptotically equivalent uniformly on an interval under some conditions. Also we discuss the case where the asymptotic equivalence might fail.
MSC:
| 62N02 | Estimation in survival analysis and censored data |
| 62G20 | Asymptotic properties of nonparametric inference |
| 62G05 | Nonparametric estimation |
| 62N01 | Censored data models |
Citations:
Zbl 0455.62030References:
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