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Estimation of Mean Residual Life

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Statistical Modeling for Biological Systems

Abstract

Yang (Ann Stat, 6:112–116, 1978) considered an empirical estimate of the mean residual life function on a fixed finite interval. She proved it to be strongly uniformly consistent and (when appropriately standardized) weakly convergent to a Gaussian process. These results are extended to the whole half line, and the variance of the limiting process is studied. Also, nonparametric simultaneous confidence bands for the mean residual life function are obtained by transforming the limiting process to Brownian motion.

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Author information

Authors and Affiliations

  1. Department of Biostatistics and Computational Biology, University of Rochester, Rochester, NY, USA

    W. J. Hall

  2. University of Washington, Seattle, WA, USA

    Jon A. Wellner

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  1. W. J. Hall
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  2. Jon A. Wellner
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Correspondence to Jon A. Wellner .

Editor information

Editors and Affiliations

  1. Department of Biostatistics and Computational Biology, University of Rochester Medical Center, Rochester, NY, USA

    Anthony Almudevar

  2. Department of Biostatistics and Computational Biology, University of Rochester Medical Center, Rochester, NY, USA

    David Oakes

  3. Rochester, NY, USA

    Jack Hall

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Hall, W.J., Wellner, J.A. (2020). Estimation of Mean Residual Life. In: Almudevar, A., Oakes, D., Hall, J. (eds) Statistical Modeling for Biological Systems. Springer, Cham. https://doi.org/10.1007/978-3-030-34675-1_10

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