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Statistical Inference on Residual Life pp 27–76Cite as

Quantile Residual Life

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Part of the book series: Statistics for Biology and Health ((SBH))

Abstract

As mentioned in Chapter 2, the mean residual life function is sensitive to outliers. In this chapter, as an alternative we consider the quantile residual life function, which is robust under any skewed distribution. We first review asymptotic theories of the quantile function and quantile residual life function, and derive the quantile residual life process as a Brownian bridge. We also discuss parametric and nonparametric inferences on the quantile residual life function for one-sample, two-sample, and regression settings.

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Authors and Affiliations

  1. Department of Biostatistics, University of Pittsburgh, Pittsburgh, PA, USA

    Jong-Hyeon Jeong

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Jeong, JH. (2014). Quantile Residual Life. In: Statistical Inference on Residual Life. Statistics for Biology and Health. Springer, New York, NY. https://doi.org/10.1007/978-1-4939-0005-3_3

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